+227.3%
XLP vs CDW
+1,010.9%
-783.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.7% | -9.3% | +1.0% |
| 7D | +5.9% | +3.7% | +2.1% | +5.0% |
| 30D | +13.5% | +26.0% | -12.6% | +8.4% |
| 3M | +8.4% | +10.1% | -1.7% | +5.7% |
| 6M | +11.5% | +26.1% | -14.5% | +4.7% |
| YTD | +20.6% | +25.9% | -5.2% | +12.7% |
| 1Y | +24.3% | +21.5% | +2.8% | +16.9% |
| 3Y | +45.1% | -15.7% | +60.8% | +44.9% |
| 5Y | +44.6% | -2.3% | +46.9% | +36.9% |
| 10Y | +133.1% | +337.4% | -204.3% | +54.4% |
| All | +227.3% | +1,010.9% | -783.6% | +94.7% |
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