+6.4%
OXY vs CDW
+300.6%
-294.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -3.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.0% |
| 30D | +5.5% | +13.1% | -7.6% | -2.1% |
| 3M | +11.3% | +19.7% | -8.4% | -1.2% |
| 6M | +11.6% | +30.7% | -19.1% | -8.6% |
| YTD | +51.6% | +14.7% | +36.9% | +32.7% |
| 1Y | +36.2% | -5.3% | +41.5% | +32.5% |
| 3Y | +1.7% | -23.8% | +25.6% | +7.2% |
| 5Y | +164.5% | -16.8% | +181.3% | +151.1% |
| All | +6.4% | +300.6% | -294.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling