+127.5%
XLC vs CDW
+107.4%
+20.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +4.9% | +2.1% | +2.8% | +3.8% |
| 30D | -5.8% | +14.7% | -20.6% | -10.8% |
| 3M | -5.4% | +11.1% | -16.6% | -10.1% |
| 6M | -10.2% | +45.6% | -55.8% | -24.1% |
| YTD | -10.2% | +17.1% | -27.3% | -19.3% |
| 1Y | -5.6% | +13.2% | -18.8% | -14.0% |
| 3Y | +61.0% | -22.2% | +83.2% | +65.4% |
| 5Y | +35.2% | -10.1% | +45.4% | +26.9% |
| All | +127.5% | +107.4% | +20.1% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling