+72.7%
XLC vs CDW
-25.3%
+98.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.4% |
| 30D | +1.0% | +9.3% | -8.2% | -0.6% |
| 3M | -0.7% | +9.8% | -10.5% | -2.6% |
| 6M | -5.1% | +23.3% | -28.5% | -10.1% |
| YTD | -4.3% | +13.7% | -17.9% | -7.7% |
| 1Y | -0.6% | -6.5% | +5.9% | +0.6% |
| All | +72.7% | -25.3% | +98.1% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling