+42.7%
XLP vs CDW
-8.7%
+51.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | 0.0% |
| 7D | +3.5% | -4.1% | +7.6% | +3.8% |
| 30D | +11.6% | +16.7% | -5.2% | +9.4% |
| 3M | +7.6% | +13.6% | -6.0% | +5.7% |
| 6M | +10.0% | +17.0% | -7.0% | +6.9% |
| YTD | +19.7% | +18.1% | +1.6% | +15.7% |
| 1Y | +23.5% | +10.5% | +13.0% | +20.6% |
| 3Y | +44.0% | -20.9% | +64.9% | +46.0% |
| 5Y | +42.7% | -9.3% | +52.0% | +34.3% |
| All | +42.7% | -8.7% | +51.4% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling