+161.0%
XLB vs CDW
+285.0%
-124.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.4% | +3.2% | -4.6% | -2.6% |
| 30D | -0.4% | +9.3% | -9.7% | -3.9% |
| 3M | +2.0% | +9.8% | -7.8% | -2.8% |
| 6M | +1.8% | +23.3% | -21.5% | -9.6% |
| YTD | +16.6% | +13.7% | +2.9% | +6.5% |
| 1Y | +16.9% | -6.5% | +23.4% | +15.4% |
| 3Y | +32.6% | -25.2% | +57.8% | +39.7% |
| 5Y | +35.6% | -19.5% | +55.1% | +34.9% |
| All | +161.0% | +285.0% | -124.1% | +53.5% |
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