+199.1%
XLP vs CDW
+903.1%
-704.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | +3.2% | -4.2% | -1.6% |
| 30D | -0.9% | +9.3% | -10.2% | -2.8% |
| 3M | +3.8% | +9.8% | -6.0% | +1.3% |
| 6M | -1.7% | +23.3% | -25.1% | -7.4% |
| YTD | +10.3% | +13.7% | -3.4% | +5.4% |
| 1Y | +7.8% | -6.5% | +14.3% | +7.2% |
| 3Y | +27.2% | -25.2% | +52.4% | +30.6% |
| 5Y | +32.5% | -19.5% | +52.0% | +31.2% |
| 10Y | +101.8% | +285.8% | -184.0% | +37.5% |
| All | +199.1% | +903.1% | -704.0% | +82.1% |
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