+1,204.1%
XLK vs CDW
+1,030.0%
+174.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +3.4% | +9.3% | -6.0% | -0.5% |
| 30D | -10.6% | +14.4% | -24.9% | -16.0% |
| 3M | -10.6% | +21.4% | -32.1% | -18.9% |
| 6M | -3.5% | +72.8% | -76.3% | -26.8% |
| YTD | +18.7% | +28.0% | -9.3% | +0.2% |
| 1Y | +19.4% | +19.3% | +0.1% | +4.3% |
| 3Y | +94.5% | -15.3% | +109.8% | +95.6% |
| 5Y | +111.2% | -3.8% | +115.0% | +96.6% |
| 10Y | +707.2% | +318.5% | +388.7% | +313.7% |
| All | +1,204.1% | +1,030.0% | +174.1% | +471.7% |
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