+47.7%
XLE vs CDW
+19.9%
+27.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | +5.4% | +9.3% | -3.9% | +4.9% |
| 30D | -3.9% | +14.4% | -18.3% | -4.7% |
| 3M | +7.0% | +21.4% | -14.4% | +5.5% |
| 6M | +14.2% | +72.8% | -58.6% | +7.8% |
| YTD | +48.2% | +28.0% | +20.1% | +44.6% |
| 1Y | +47.7% | +19.3% | +28.3% | +45.6% |
| All | +47.7% | +19.9% | +27.7% | +45.6% |
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