+265.0%
CDW vs XLRE
+87.4%
+177.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | -7.4% | -2.7% | -4.6% | -5.5% |
| 30D | +5.8% | -2.3% | +8.2% | +7.7% |
| 3M | +10.8% | -3.5% | +14.3% | +13.6% |
| 6M | +21.5% | +1.9% | +19.6% | +18.7% |
| YTD | +6.4% | +8.3% | -2.0% | -0.8% |
| 1Y | -14.8% | +6.4% | -21.2% | -19.5% |
| 3Y | -29.9% | +30.2% | -60.1% | -44.0% |
| 5Y | -22.9% | +8.6% | -31.5% | -29.6% |
| All | +265.0% | +87.4% | +177.6% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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