+141.4%
XLC vs CDW
+90.9%
+50.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +1.4% |
| 7D | +0.6% | -3.9% | +4.4% | +1.9% |
| 30D | +0.2% | +6.9% | -6.6% | -2.5% |
| 3M | +0.6% | +7.7% | -7.0% | -3.2% |
| 6M | -4.5% | +18.3% | -22.8% | -13.7% |
| YTD | -4.7% | +7.8% | -12.5% | -11.0% |
| 1Y | -1.7% | -12.2% | +10.5% | -0.4% |
| 3Y | +72.3% | -28.9% | +101.2% | +84.5% |
| 5Y | +37.8% | -22.8% | +60.5% | +38.4% |
| All | +141.4% | +90.9% | +50.5% | +51.0% |
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 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