+64.7%
XLC vs CDW
-15.0%
+79.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +3.7% | +9.3% | -5.6% | +2.3% |
| 30D | -1.9% | +14.4% | -16.3% | -4.1% |
| 3M | -3.1% | +21.4% | -24.5% | -6.4% |
| 6M | -6.4% | +72.8% | -79.2% | -15.3% |
| YTD | -6.8% | +28.0% | -34.9% | -11.9% |
| 1Y | -1.7% | +19.3% | -21.0% | -5.4% |
| 3Y | +64.7% | -15.3% | +80.0% | +57.2% |
| All | +64.7% | -15.0% | +79.7% | +57.2% |
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