+7.5%
XEL vs CDW
-13.4%
+20.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.2% | -7.4% | +6.1% | -1.4% |
| 30D | -2.9% | +5.8% | -8.7% | -2.7% |
| 3M | -2.7% | +10.8% | -13.5% | -2.4% |
| 6M | -6.5% | +21.5% | -28.0% | -6.0% |
| YTD | +3.6% | +6.4% | -2.7% | +3.5% |
| 1Y | +7.5% | -14.8% | +22.3% | +6.0% |
| All | +7.5% | -13.4% | +20.9% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling