+28.3%
XLP vs CDW
-25.3%
+53.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | +3.2% | -4.2% | -1.2% |
| 30D | -0.9% | +9.3% | -10.2% | -1.4% |
| 3M | +3.8% | +9.8% | -6.0% | +3.1% |
| 6M | -1.7% | +23.3% | -25.1% | -3.4% |
| YTD | +10.3% | +13.7% | -3.4% | +9.0% |
| 1Y | +7.8% | -6.5% | +14.3% | +8.3% |
| All | +28.3% | -25.3% | +53.6% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling