+154.7%
XLE vs CDW
+933.5%
-778.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -12.0% | +2.1% | -14.1% | -13.1% |
| 30D | -2.7% | +14.7% | -17.5% | -8.4% |
| 3M | +6.6% | +11.1% | -4.5% | +0.6% |
| 6M | +9.5% | +45.6% | -36.1% | -8.6% |
| YTD | +40.6% | +17.1% | +23.5% | +25.5% |
| 1Y | +43.6% | +13.2% | +30.4% | +29.8% |
| 3Y | +58.1% | -22.2% | +80.3% | +61.8% |
| 5Y | +152.2% | -10.1% | +162.3% | +134.2% |
| 10Y | +172.9% | +307.0% | -134.0% | +47.8% |
| All | +154.7% | +933.5% | -778.8% | +20.3% |
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 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