+169.1%
XLB vs CDW
+303.2%
-134.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.5% | +2.1% | -3.6% | -2.5% |
| 30D | +6.1% | +14.7% | -8.7% | +0.5% |
| 3M | 0.0% | +11.1% | -11.1% | -4.9% |
| 6M | 0.0% | +45.6% | -45.6% | -15.9% |
| YTD | +16.0% | +17.1% | -1.1% | +3.9% |
| 1Y | +24.7% | +13.2% | +11.6% | +13.3% |
| 3Y | +40.4% | -22.2% | +62.6% | +44.5% |
| 5Y | +30.7% | -10.1% | +40.8% | +23.0% |
| All | +169.1% | +303.2% | -134.0% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling