+65.5%
XLF vs CDW
-22.8%
+88.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | 0.0% |
| 7D | +0.2% | -3.9% | +4.0% | +1.2% |
| 30D | -0.5% | +6.9% | -7.4% | -2.6% |
| 3M | +10.6% | +7.7% | +3.0% | +7.2% |
| 6M | +14.3% | +18.3% | -4.0% | +5.2% |
| YTD | +5.5% | +7.8% | -2.2% | +0.2% |
| 1Y | +9.6% | -12.2% | +21.7% | +11.8% |
| 3Y | +75.2% | -28.9% | +104.1% | +87.1% |
| 5Y | +65.5% | -22.8% | +88.3% | +65.5% |
| All | +65.5% | -22.8% | +88.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling