+252.9%
XLB vs CDW
+903.1%
-650.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.4% | +3.2% | -4.6% | -2.5% |
| 30D | -0.4% | +9.3% | -9.7% | -3.9% |
| 3M | +2.0% | +9.8% | -7.8% | -2.7% |
| 6M | +1.8% | +23.3% | -21.5% | -9.2% |
| YTD | +16.6% | +13.7% | +2.9% | +6.8% |
| 1Y | +16.9% | -6.5% | +23.4% | +15.2% |
| 3Y | +32.6% | -25.2% | +57.8% | +39.2% |
| 5Y | +35.6% | -19.5% | +55.1% | +35.2% |
| 10Y | +160.0% | +285.8% | -125.8% | +47.0% |
| All | +252.9% | +903.1% | -650.2% | +69.5% |
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