+310.0%
CDW vs XLRE
+112.0%
+198.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +3.2% | -1.2% | +4.4% | +4.1% |
| 30D | +9.3% | -2.8% | +12.1% | +11.5% |
| 3M | +9.8% | -0.2% | +10.0% | +9.8% |
| 6M | +23.3% | +1.9% | +21.4% | +20.5% |
| YTD | +13.7% | +10.6% | +3.1% | +4.5% |
| 1Y | -6.5% | +8.8% | -15.3% | -13.0% |
| 3Y | -25.2% | +31.5% | -56.8% | -40.6% |
| 5Y | -19.5% | +6.6% | -26.0% | -25.3% |
| 10Y | +285.8% | +84.0% | +201.8% | +149.5% |
| All | +310.0% | +112.0% | +198.0% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling