-3.7%
CDW vs XLRE
+9.1%
-12.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +0.8% | +8.5% | +8.7% |
| 30D | +14.4% | +6.9% | +7.4% | +9.7% |
| 3M | +21.4% | -0.8% | +22.2% | +22.3% |
| 6M | +72.8% | +2.1% | +70.7% | +70.3% |
| YTD | +28.0% | +12.6% | +15.4% | +17.2% |
| 1Y | +19.3% | +12.5% | +6.8% | +9.4% |
| 3Y | -15.3% | +44.2% | -59.5% | -36.2% |
| All | -3.7% | +9.1% | -12.8% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling