+363.5%
XLY vs CDW
+837.2%
-473.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | -2.1% | -4.2% | +2.1% | -0.5% |
| 30D | -6.0% | +4.9% | -10.9% | -8.2% |
| 3M | -2.7% | +7.3% | -10.0% | -6.7% |
| 6M | -1.5% | +19.2% | -20.6% | -12.1% |
| YTD | -5.4% | +6.2% | -11.6% | -11.9% |
| 1Y | -3.8% | -14.0% | +10.2% | -2.1% |
| 3Y | +36.6% | -30.0% | +66.6% | +48.7% |
| 5Y | +27.4% | -23.6% | +50.9% | +31.3% |
| 10Y | +218.2% | +269.4% | -51.2% | +83.5% |
| All | +363.5% | +837.2% | -473.7% | +133.5% |
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