+43.6%
XLE vs CDW
+10.0%
+33.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -12.0% | +2.1% | -14.1% | -12.0% |
| 30D | -2.7% | +14.7% | -17.5% | -3.8% |
| 3M | +6.6% | +11.1% | -4.5% | +5.6% |
| 6M | +9.5% | +45.6% | -36.1% | +5.3% |
| YTD | +40.6% | +17.1% | +23.5% | +37.7% |
| 1Y | +43.6% | +13.2% | +30.4% | +41.6% |
| All | +43.6% | +10.0% | +33.6% | +41.6% |
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