-22.8%
CDW vs XHB
+37.2%
-60.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -3.9% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | +6.9% | -9.1% | +16.0% | +12.5% |
| 3M | +7.7% | -2.3% | +10.0% | +8.0% |
| 6M | +18.3% | -4.1% | +22.4% | +18.8% |
| YTD | +7.8% | -1.7% | +9.5% | +6.5% |
| 1Y | -12.2% | -15.1% | +2.9% | -5.5% |
| 3Y | -28.9% | +26.8% | -55.8% | -42.0% |
| 5Y | -22.8% | +37.3% | -60.1% | -41.0% |
| All | -22.8% | +37.2% | -60.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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