+74.2%
XLI vs CDW
-18.4%
+92.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +3.0% |
| 7D | -0.5% | +9.3% | -9.8% | -2.0% |
| 30D | -0.2% | +15.8% | -16.0% | -2.8% |
| 3M | -8.6% | +21.8% | -30.3% | -12.0% |
| 6M | -2.0% | +58.8% | -60.8% | -11.8% |
| YTD | +9.7% | +22.8% | -13.0% | +3.4% |
| 1Y | +11.4% | +17.9% | -6.5% | +6.3% |
| 3Y | +74.2% | -17.4% | +91.6% | +74.2% |
| All | +74.2% | -18.4% | +92.6% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling