+863.2%
CDW vs XME
+339.4%
+523.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +9.3% | +6.0% | +3.3% | +6.9% |
| 3M | +9.8% | -7.7% | +17.5% | +12.0% |
| 6M | +23.3% | +1.0% | +22.4% | +20.5% |
| YTD | +13.7% | +14.6% | -1.0% | +4.9% |
| 1Y | -6.5% | +46.0% | -52.4% | -21.8% |
| 3Y | -25.2% | +127.0% | -152.3% | -48.0% |
| 5Y | -19.5% | +175.8% | -195.3% | -49.3% |
| 10Y | +285.8% | +414.6% | -128.8% | +79.7% |
| All | +863.2% | +339.4% | +523.9% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling