+189.1%
XRT vs CDW
+1,039.4%
-850.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | -1.4% | +2.6% | -4.0% | -2.5% |
| 30D | +9.8% | +20.4% | -10.6% | +1.4% |
| 3M | +3.3% | +28.5% | -25.2% | -8.0% |
| 6M | +13.6% | +70.6% | -57.0% | -12.3% |
| YTD | +9.1% | +29.1% | -20.0% | -7.1% |
| 1Y | +15.1% | +23.8% | -8.7% | -0.2% |
| 3Y | +59.9% | -14.5% | +74.4% | +60.3% |
| 5Y | -1.7% | -1.6% | -0.2% | -8.6% |
| 10Y | +141.1% | +322.0% | -180.9% | +28.1% |
| All | +189.1% | +1,039.4% | -850.3% | +30.9% |
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