+49.9%
XLE vs CDW
+13.2%
+36.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.7% | -17.4% | -5.3% |
| 7D | -7.2% | +3.7% | -10.9% | -7.2% |
| 30D | +0.1% | +26.0% | -25.9% | -1.5% |
| 3M | +9.2% | +10.1% | -0.9% | +8.6% |
| 6M | +8.4% | +26.1% | -17.7% | +6.9% |
| YTD | +44.9% | +25.9% | +19.0% | +41.6% |
| 1Y | +49.9% | +21.5% | +28.3% | +47.0% |
| All | +49.9% | +13.2% | +36.7% | +47.0% |
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