+14.9%
XLB vs CDW
-13.2%
+28.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.8% |
| 7D | -0.2% | -3.9% | +3.6% | -0.1% |
| 30D | -1.7% | +6.9% | -8.6% | -2.0% |
| 3M | +4.4% | +7.7% | -3.3% | +3.9% |
| 6M | +5.0% | +18.3% | -13.3% | +2.8% |
| YTD | +15.5% | +7.8% | +7.7% | +14.5% |
| 1Y | +14.9% | -12.2% | +27.1% | +16.1% |
| All | +14.9% | -13.2% | +28.1% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling