+163.9%
XLE vs CDW
+329.6%
-165.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.6% |
| 7D | -6.7% | +13.1% | -19.8% | -11.4% |
| 30D | -4.4% | +19.1% | -23.5% | -11.4% |
| 3M | +4.0% | +24.7% | -20.7% | -6.2% |
| 6M | +13.2% | +63.4% | -50.2% | -10.5% |
| YTD | +41.9% | +26.3% | +15.6% | +22.5% |
| 1Y | +41.6% | +20.6% | +21.1% | +24.6% |
| 3Y | +64.0% | -16.3% | +80.3% | +63.8% |
| 5Y | +158.1% | -3.9% | +162.0% | +131.9% |
| 10Y | +163.9% | +331.5% | -167.6% | +65.2% |
| All | +163.9% | +329.6% | -165.6% | +65.2% |
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