+1,332.6%
XLK vs CDW
+903.1%
+429.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +0.9% | +3.2% | -2.3% | -0.5% |
| 30D | +0.7% | +9.3% | -8.5% | -3.5% |
| 3M | -2.9% | +9.8% | -12.7% | -8.2% |
| 6M | +34.3% | +23.3% | +10.9% | +16.8% |
| YTD | +30.4% | +13.7% | +16.7% | +17.0% |
| 1Y | +43.4% | -6.5% | +49.8% | +40.9% |
| 3Y | +116.8% | -25.2% | +142.1% | +132.5% |
| 5Y | +144.0% | -19.5% | +163.5% | +148.0% |
| 10Y | +778.8% | +285.8% | +492.9% | +373.0% |
| All | +1,332.6% | +903.1% | +429.5% | +568.0% |
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