+415.6%
XLI vs CDW
+903.1%
-487.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.1% | +3.2% | -4.2% | -2.2% |
| 30D | -5.9% | +9.3% | -15.2% | -9.3% |
| 3M | -0.3% | +9.8% | -10.1% | -5.0% |
| 6M | +0.1% | +23.3% | -23.2% | -11.2% |
| YTD | +13.6% | +13.7% | -0.1% | +3.6% |
| 1Y | +17.2% | -6.5% | +23.7% | +15.3% |
| 3Y | +68.2% | -25.2% | +93.4% | +77.4% |
| 5Y | +80.7% | -19.5% | +100.2% | +80.4% |
| 10Y | +253.3% | +285.8% | -32.6% | +95.6% |
| All | +415.6% | +903.1% | -487.5% | +147.6% |
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