+398.2%
XLI vs CDW
+983.6%
-585.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +2.1% |
| 7D | -0.5% | +9.3% | -9.8% | -3.9% |
| 30D | -0.2% | +15.8% | -16.0% | -5.9% |
| 3M | -8.6% | +21.8% | -30.3% | -16.0% |
| 6M | -2.0% | +58.8% | -60.8% | -20.3% |
| YTD | +9.7% | +22.8% | -13.0% | -3.6% |
| 1Y | +11.4% | +17.9% | -6.5% | -0.6% |
| 3Y | +74.2% | -17.4% | +91.6% | +75.3% |
| 5Y | +70.0% | -5.7% | +75.7% | +58.1% |
| 10Y | +235.2% | +319.5% | -84.2% | +78.5% |
| All | +398.2% | +983.6% | -585.4% | +130.4% |
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 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