+24.7%
XLB vs CDW
+10.0%
+14.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.5% | +2.1% | -3.6% | -1.6% |
| 30D | +6.1% | +14.7% | -8.7% | +5.6% |
| 3M | 0.0% | +11.1% | -11.1% | -0.3% |
| 6M | 0.0% | +45.6% | -45.6% | -1.4% |
| YTD | +16.0% | +17.1% | -1.1% | +15.6% |
| 1Y | +24.7% | +13.2% | +11.6% | +25.1% |
| All | +24.7% | +10.0% | +14.7% | +25.1% |
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