+215.2%
XLY vs CDW
+300.6%
-85.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | -2.3% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -4.2% | +13.1% | -17.2% | -9.4% |
| 3M | -2.7% | +19.7% | -22.3% | -11.0% |
| 6M | -0.6% | +30.7% | -31.4% | -15.4% |
| YTD | -5.0% | +14.7% | -19.7% | -14.6% |
| 1Y | -4.1% | -5.3% | +1.2% | -6.1% |
| 3Y | +33.6% | -23.8% | +57.4% | +41.1% |
| 5Y | +28.7% | -16.8% | +45.5% | +27.8% |
| All | +215.2% | +300.6% | -85.4% | +77.6% |
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