+2.6%
XOP vs CDW
+903.1%
-900.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +2.6% | +3.2% | -0.6% | +0.9% |
| 30D | +15.4% | +9.3% | +6.2% | +9.8% |
| 3M | +12.1% | +9.8% | +2.3% | +4.9% |
| 6M | +19.7% | +23.3% | -3.7% | +2.6% |
| YTD | +52.4% | +13.7% | +38.7% | +35.5% |
| 1Y | +47.6% | -6.5% | +54.0% | +44.9% |
| 3Y | +34.4% | -25.2% | +59.6% | +44.1% |
| 5Y | +154.4% | -19.5% | +173.9% | +154.0% |
| 10Y | +54.7% | +285.8% | -231.1% | -25.3% |
| All | +2.6% | +903.1% | -900.5% | -59.8% |
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 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