-5.8%
XLC vs CDW
+13.2%
-19.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.7% | -9.2% | +2.5% |
| 7D | +1.8% | +3.7% | -2.0% | +1.3% |
| 30D | -6.0% | +26.0% | -32.0% | -7.6% |
| 3M | -6.0% | +10.1% | -16.1% | -7.0% |
| 6M | -9.1% | +26.1% | -35.1% | -10.9% |
| YTD | -10.0% | +25.9% | -35.9% | -11.7% |
| 1Y | -5.8% | +21.5% | -27.4% | -7.0% |
| All | -5.8% | +13.2% | -19.0% | -7.0% |
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