+173.9%
XLE vs CDW
+338.4%
-164.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | -0.2% | +2.6% | -2.8% | -1.2% |
| 30D | -4.0% | +20.4% | -24.4% | -11.4% |
| 3M | +4.6% | +28.5% | -23.8% | -6.7% |
| 6M | +12.3% | +70.6% | -58.3% | -12.7% |
| YTD | +44.5% | +29.1% | +15.5% | +23.7% |
| 1Y | +42.4% | +23.8% | +18.6% | +24.0% |
| 3Y | +67.0% | -14.5% | +81.5% | +65.5% |
| 5Y | +161.9% | -1.6% | +163.5% | +132.9% |
| 10Y | +173.9% | +322.0% | -148.1% | +63.3% |
| All | +173.9% | +338.4% | -164.6% | +63.3% |
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