+404.3%
XLI vs CDW
+1,039.4%
-635.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | +0.9% | +2.6% | -1.7% | 0.0% |
| 30D | +1.1% | +20.4% | -19.3% | -6.0% |
| 3M | -7.7% | +28.5% | -36.2% | -16.8% |
| 6M | -1.8% | +70.6% | -72.4% | -22.2% |
| YTD | +11.1% | +29.1% | -18.0% | -4.1% |
| 1Y | +12.1% | +23.8% | -11.7% | -1.6% |
| 3Y | +73.8% | -14.5% | +88.3% | +73.0% |
| 5Y | +73.8% | -1.6% | +75.3% | +59.2% |
| 10Y | +231.7% | +322.0% | -90.3% | +75.9% |
| All | +404.3% | +1,039.4% | -635.0% | +129.2% |
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 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