+970.6%
CDW vs XME
+258.0%
+712.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.6% |
| 7D | +13.1% | -0.2% | +13.2% | +13.1% |
| 30D | +19.1% | -9.2% | +28.3% | +22.9% |
| 3M | +24.7% | -17.8% | +42.5% | +33.0% |
| 6M | +63.4% | -20.0% | +83.4% | +74.0% |
| YTD | +26.3% | -6.6% | +32.9% | +24.8% |
| 1Y | +20.6% | +1.8% | +18.8% | +15.0% |
| 3Y | -16.3% | +98.7% | -115.0% | -39.3% |
| 5Y | -3.9% | +123.9% | -127.8% | -35.0% |
| 10Y | +331.5% | +277.9% | +53.6% | +120.1% |
| All | +970.6% | +258.0% | +712.5% | +488.9% |
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