+169.4%
XLV vs CDW
+300.6%
-131.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -2.2% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | -1.8% | +13.1% | -14.9% | -5.2% |
| 3M | +7.8% | +19.7% | -11.9% | +1.9% |
| 6M | +9.1% | +30.7% | -21.6% | -1.1% |
| YTD | +7.7% | +14.7% | -7.0% | +1.0% |
| 1Y | +20.4% | -5.3% | +25.7% | +19.1% |
| 3Y | +30.8% | -23.8% | +54.6% | +34.9% |
| 5Y | +34.6% | -16.8% | +51.4% | +31.8% |
| All | +169.4% | +300.6% | -131.2% | +73.6% |
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