+251.2%
XLB vs CDW
+933.5%
-682.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.5% | +2.1% | -3.6% | -2.4% |
| 30D | +6.1% | +14.7% | -8.7% | +0.6% |
| 3M | 0.0% | +11.1% | -11.1% | -4.8% |
| 6M | 0.0% | +45.6% | -45.6% | -15.4% |
| YTD | +16.0% | +17.1% | -1.1% | +4.3% |
| 1Y | +24.7% | +13.2% | +11.6% | +13.5% |
| 3Y | +40.4% | -22.2% | +62.6% | +44.1% |
| 5Y | +30.7% | -10.1% | +40.8% | +23.8% |
| 10Y | +173.3% | +307.0% | -133.7% | +50.6% |
| All | +251.2% | +933.5% | -682.3% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling