+135.9%
XLU vs CDW
+300.6%
-164.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.2% | -1.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -3.3% | +13.1% | -16.4% | -5.9% |
| 3M | -3.2% | +19.7% | -22.8% | -7.3% |
| 6M | -7.0% | +30.7% | -37.7% | -14.0% |
| YTD | +0.6% | +14.7% | -14.1% | -4.4% |
| 1Y | +2.4% | -5.3% | +7.8% | +1.6% |
| 3Y | +46.3% | -23.8% | +70.1% | +49.7% |
| 5Y | +44.0% | -16.8% | +60.8% | +40.7% |
| All | +135.9% | +300.6% | -164.7% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling