+43.5%
XLB vs CDW
-14.4%
+58.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | 0.0% | +9.1% | -9.1% | -1.3% |
| 30D | +5.3% | +13.7% | -8.4% | +3.0% |
| 3M | 0.0% | +27.0% | -27.0% | -4.1% |
| 6M | +1.2% | +75.9% | -74.7% | -9.8% |
| YTD | +16.9% | +28.9% | -12.0% | +9.9% |
| 1Y | +20.9% | +19.6% | +1.3% | +16.2% |
| All | +43.5% | -14.4% | +58.0% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling