+167.7%
XLB vs CDW
+325.6%
-157.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +0.2% |
| 7D | -1.4% | +9.3% | -10.7% | -4.6% |
| 30D | +7.1% | +15.8% | -8.7% | +1.2% |
| 3M | +0.6% | +21.8% | -21.2% | -7.4% |
| 6M | +3.5% | +58.8% | -55.3% | -15.6% |
| YTD | +18.2% | +22.8% | -4.5% | +4.2% |
| 1Y | +25.6% | +17.9% | +7.7% | +12.5% |
| 3Y | +46.7% | -17.4% | +64.1% | +47.7% |
| 5Y | +30.9% | -5.7% | +36.6% | +21.2% |
| 10Y | +167.7% | +319.5% | -151.8% | +65.6% |
| All | +167.7% | +325.6% | -157.9% | +65.6% |
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