+133.1%
XLC vs CDW
+117.5%
+15.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | +0.8% |
| 7D | +7.1% | +9.3% | -2.2% | +3.5% |
| 30D | -2.7% | +15.8% | -18.5% | -8.1% |
| 3M | -3.2% | +21.8% | -25.0% | -10.9% |
| 6M | -7.7% | +58.8% | -66.4% | -24.3% |
| YTD | -8.0% | +22.8% | -30.7% | -18.6% |
| 1Y | -3.1% | +17.9% | -21.0% | -12.9% |
| 3Y | +64.9% | -17.4% | +82.3% | +65.7% |
| 5Y | +39.5% | -5.7% | +45.3% | +28.8% |
| All | +133.1% | +117.5% | +15.6% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling