+35.9%
XOP vs CDW
-29.2%
+65.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +3.1% |
| 7D | +0.6% | -3.9% | +4.5% | +1.6% |
| 30D | +16.5% | +6.9% | +9.6% | +14.0% |
| 3M | +15.7% | +7.7% | +8.0% | +12.2% |
| 6M | +19.2% | +18.3% | +0.9% | +10.6% |
| YTD | +55.0% | +7.8% | +47.2% | +48.2% |
| 1Y | +54.2% | -12.2% | +66.4% | +59.5% |
| 3Y | +35.9% | -28.9% | +64.8% | +37.7% |
| All | +35.9% | -29.2% | +65.1% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling