+82.8%
XLI vs CDW
-22.8%
+105.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.9% |
| 7D | +1.0% | -3.9% | +4.9% | +2.0% |
| 30D | -5.8% | +6.9% | -12.7% | -7.8% |
| 3M | +0.7% | +7.7% | -7.0% | -2.4% |
| 6M | +3.2% | +18.3% | -15.1% | -5.3% |
| YTD | +13.0% | +7.8% | +5.3% | +7.0% |
| 1Y | +16.8% | -12.2% | +29.0% | +19.4% |
| 3Y | +72.4% | -28.9% | +101.4% | +85.6% |
| 5Y | +82.8% | -22.8% | +105.5% | +81.4% |
| All | +82.8% | -22.8% | +105.5% | +81.4% |
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