+189.3%
XRT vs CDW
+1,014.9%
-825.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.5% |
| 7D | +4.1% | +13.1% | -9.0% | -1.1% |
| 30D | +9.9% | +19.1% | -9.2% | +1.9% |
| 3M | +2.3% | +24.7% | -22.5% | -7.8% |
| 6M | +9.6% | +63.4% | -53.8% | -13.8% |
| YTD | +9.1% | +26.3% | -17.2% | -6.2% |
| 1Y | +16.2% | +20.6% | -4.3% | +2.0% |
| 3Y | +60.1% | -16.3% | +76.4% | +61.9% |
| 5Y | -0.5% | -3.9% | +3.5% | -6.5% |
| 10Y | +145.1% | +331.5% | -186.4% | +29.6% |
| All | +189.3% | +1,014.9% | -825.6% | +32.1% |
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 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