+226.1%
XLI vs CDW
+312.7%
-86.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +3.8% | +9.3% | -5.6% | +0.5% |
| 30D | +1.0% | +14.4% | -13.3% | -4.3% |
| 3M | -8.9% | +21.4% | -30.3% | -16.4% |
| 6M | -2.3% | +72.8% | -75.1% | -23.7% |
| YTD | +9.7% | +28.0% | -18.3% | -5.6% |
| 1Y | +12.3% | +19.3% | -7.0% | -0.3% |
| 3Y | +71.5% | -15.3% | +86.8% | +71.7% |
| 5Y | +70.2% | -3.8% | +74.0% | +56.4% |
| All | +226.1% | +312.7% | -86.6% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling