+370.3%
XLF vs CDW
+1,039.4%
-669.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | -1.0% | +2.6% | -3.5% | -2.0% |
| 30D | +6.5% | +20.4% | -13.9% | -1.3% |
| 3M | +1.8% | +28.5% | -26.7% | -8.7% |
| 6M | +15.4% | +70.6% | -55.2% | -9.7% |
| YTD | +8.4% | +29.1% | -20.7% | -6.9% |
| 1Y | +11.9% | +23.8% | -11.9% | -2.2% |
| 3Y | +81.1% | -14.5% | +95.6% | +79.6% |
| 5Y | +59.5% | -1.6% | +61.0% | +44.7% |
| 10Y | +225.2% | +322.0% | -96.8% | +65.6% |
| All | +370.3% | +1,039.4% | -669.1% | +103.0% |
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