+163.3%
XLE vs CDW
+903.1%
-739.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.2% | +3.2% | -1.0% | +1.0% |
| 30D | +11.8% | +9.3% | +2.5% | +7.6% |
| 3M | +9.8% | +9.8% | 0.0% | +4.6% |
| 6M | +15.6% | +23.3% | -7.8% | +2.9% |
| YTD | +45.3% | +13.7% | +31.6% | +32.9% |
| 1Y | +48.3% | -6.5% | +54.8% | +46.4% |
| 3Y | +55.4% | -25.2% | +80.7% | +63.5% |
| 5Y | +216.1% | -19.5% | +235.6% | +212.2% |
| 10Y | +178.4% | +285.8% | -107.4% | +55.5% |
| All | +163.3% | +903.1% | -739.8% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling