+173.6%
XRT vs CDW
+903.1%
-729.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +0.8% | +3.2% | -2.4% | -0.5% |
| 30D | -4.2% | +9.3% | -13.5% | -8.1% |
| 3M | +5.1% | +9.8% | -4.7% | -0.4% |
| 6M | +2.4% | +23.3% | -20.9% | -10.2% |
| YTD | +3.2% | +13.7% | -10.5% | -6.7% |
| 1Y | +1.5% | -6.5% | +8.0% | 0.0% |
| 3Y | +40.6% | -25.2% | +65.8% | +50.1% |
| 5Y | -1.0% | -19.5% | +18.5% | +0.8% |
| 10Y | +128.4% | +285.8% | -157.4% | +27.3% |
| All | +173.6% | +903.1% | -729.5% | +31.5% |
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