+155.1%
XOP vs CDW
-19.1%
+174.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +2.6% | +3.2% | -0.6% | +1.4% |
| 30D | +15.4% | +9.3% | +6.2% | +11.4% |
| 3M | +12.1% | +9.8% | +2.3% | +7.1% |
| 6M | +19.7% | +23.3% | -3.7% | +7.2% |
| YTD | +52.4% | +13.7% | +38.7% | +40.7% |
| 1Y | +47.6% | -6.5% | +54.0% | +48.2% |
| 3Y | +34.4% | -25.2% | +59.6% | +43.0% |
| All | +155.1% | -19.1% | +174.2% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling