+35.5%
XLV vs CDW
-17.6%
+53.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -1.5% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -1.8% | +13.1% | -14.9% | -4.1% |
| 3M | +7.8% | +19.7% | -11.9% | +3.7% |
| 6M | +9.1% | +30.7% | -21.6% | +1.7% |
| YTD | +7.7% | +14.7% | -7.0% | +3.1% |
| 1Y | +20.4% | -5.3% | +25.7% | +20.4% |
| 3Y | +30.8% | -23.8% | +54.6% | +34.7% |
| All | +35.5% | -17.6% | +53.1% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling