+41.6%
XLE vs CDW
+20.3%
+21.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.3% |
| 7D | -6.7% | +13.1% | -19.8% | -7.2% |
| 30D | -4.4% | +19.1% | -23.5% | -5.5% |
| 3M | +4.0% | +24.7% | -20.7% | +2.2% |
| 6M | +13.2% | +63.4% | -50.2% | +7.8% |
| YTD | +41.9% | +26.3% | +15.6% | +38.3% |
| 1Y | +41.6% | +20.6% | +21.1% | +38.7% |
| All | +41.6% | +20.3% | +21.3% | +38.7% |
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