+364.4%
XLF vs CDW
+903.1%
-538.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | +0.2% | +9.3% | -9.1% | -3.6% |
| 3M | +11.7% | +9.8% | +1.9% | +6.1% |
| 6M | +13.8% | +23.3% | -9.5% | +0.5% |
| YTD | +7.0% | +13.7% | -6.7% | -2.6% |
| 1Y | +9.1% | -6.5% | +15.6% | +7.4% |
| 3Y | +75.6% | -25.2% | +100.9% | +85.0% |
| 5Y | +66.4% | -19.5% | +85.9% | +65.3% |
| 10Y | +250.3% | +285.8% | -35.5% | +86.6% |
| All | +364.4% | +903.1% | -538.7% | +112.3% |
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