+149.9%
XLE vs CDW
-10.5%
+160.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -12.0% | +2.1% | -14.1% | -12.6% |
| 30D | -2.7% | +14.7% | -17.5% | -6.2% |
| 3M | +6.6% | +11.1% | -4.5% | +3.0% |
| 6M | +9.5% | +45.6% | -36.1% | -2.4% |
| YTD | +40.6% | +17.1% | +23.5% | +31.5% |
| 1Y | +43.6% | +13.2% | +30.4% | +35.7% |
| 3Y | +58.1% | -22.2% | +80.3% | +61.9% |
| All | +149.9% | -10.5% | +160.4% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling