+970.6%
CDW vs XYL
+338.7%
+631.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +4.1% |
| 7D | +13.1% | +0.6% | +12.5% | +13.0% |
| 30D | +19.1% | -5.7% | +24.8% | +21.6% |
| 3M | +24.7% | -19.8% | +44.5% | +37.8% |
| 6M | +63.4% | -14.2% | +77.5% | +73.8% |
| YTD | +26.3% | -28.1% | +54.4% | +46.0% |
| 1Y | +20.6% | -35.0% | +55.6% | +46.9% |
| 3Y | -16.3% | +2.1% | -18.4% | -20.4% |
| 5Y | -3.9% | -22.1% | +18.2% | +2.4% |
| 10Y | +331.5% | +107.0% | +224.5% | +190.5% |
| All | +970.6% | +338.7% | +631.9% | +528.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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