+56.2%
XOP vs CDW
+262.5%
-206.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.3% |
| 7D | +1.0% | -4.2% | +5.2% | +3.0% |
| 30D | +10.8% | +4.9% | +6.0% | +7.3% |
| 3M | +19.5% | +7.3% | +12.2% | +12.5% |
| 6M | +21.6% | +19.2% | +2.4% | +4.9% |
| YTD | +55.8% | +6.2% | +49.6% | +42.4% |
| 1Y | +54.6% | -14.0% | +68.7% | +58.6% |
| 3Y | +36.6% | -30.0% | +66.6% | +51.7% |
| 5Y | +160.6% | -23.6% | +184.2% | +164.7% |
| 10Y | +56.2% | +269.4% | -213.1% | -18.8% |
| All | +56.2% | +262.5% | -206.2% | -18.8% |
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