+88.2%
XLRE vs CHD
+126.1%
-37.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -1.2% | -4.5% | +3.3% | +0.4% |
| 30D | -2.4% | -6.7% | +4.3% | -0.1% |
| 3M | -2.5% | -2.7% | +0.2% | -1.7% |
| 6M | +4.0% | -4.9% | +8.9% | +5.5% |
| YTD | +9.3% | +13.3% | -4.1% | +3.9% |
| 1Y | +5.6% | +1.0% | +4.6% | +4.4% |
| 3Y | +31.3% | +1.3% | +29.9% | +27.8% |
| 5Y | +9.5% | +20.8% | -11.3% | -2.1% |
| All | +88.2% | +126.1% | -37.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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