+249.4%
XLU vs CDW
+837.2%
-587.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +0.6% | -4.2% | +4.9% | +1.4% |
| 30D | -0.4% | +4.9% | -5.3% | -1.6% |
| 3M | -1.7% | +7.3% | -9.0% | -3.7% |
| 6M | -7.1% | +19.2% | -26.3% | -12.1% |
| YTD | +1.9% | +6.2% | -4.2% | -1.4% |
| 1Y | +6.1% | -14.0% | +20.1% | +7.3% |
| 3Y | +48.8% | -30.0% | +78.7% | +54.4% |
| 5Y | +43.8% | -23.6% | +67.4% | +43.5% |
| 10Y | +143.2% | +269.4% | -126.2% | +80.7% |
| All | +249.4% | +837.2% | -587.8% | +139.7% |
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