+50.3%
XOP vs CDW
+315.4%
-265.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +5.2% | +9.1% | -3.9% | +0.8% |
| 30D | -8.4% | +13.7% | -22.1% | -15.2% |
| 3M | +2.9% | +27.0% | -24.1% | -11.1% |
| 6M | +8.8% | +75.9% | -67.0% | -23.3% |
| YTD | +46.9% | +28.9% | +18.0% | +19.6% |
| 1Y | +41.5% | +19.6% | +21.9% | +20.1% |
| 3Y | +43.1% | -14.6% | +57.7% | +41.6% |
| 5Y | +92.2% | -3.2% | +95.3% | +69.1% |
| All | +50.3% | +315.4% | -265.1% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling