-6.2%
XOP vs CDW
+933.5%
-939.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -14.7% | +2.1% | -16.8% | -16.3% |
| 30D | -7.7% | +14.7% | -22.4% | -14.9% |
| 3M | +4.4% | +11.1% | -6.7% | -3.4% |
| 6M | +3.5% | +45.6% | -42.0% | -18.7% |
| YTD | +39.4% | +17.1% | +22.3% | +19.8% |
| 1Y | +39.8% | +13.2% | +26.6% | +22.1% |
| 3Y | +29.7% | -22.2% | +51.8% | +33.8% |
| 5Y | +78.6% | -10.1% | +88.7% | +64.3% |
| 10Y | +51.8% | +307.0% | -255.1% | -29.8% |
| All | -6.2% | +933.5% | -939.7% | -64.4% |
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