-11.8%
CAG vs XLRE
+9.1%
-20.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -3.8% | -1.2% | -2.6% | -2.8% |
| 30D | +3.1% | -2.8% | +5.9% | +5.6% |
| 3M | +23.5% | -0.2% | +23.7% | +24.2% |
| 6M | -14.8% | +1.9% | -16.8% | -15.5% |
| YTD | -5.4% | +10.6% | -16.0% | -12.4% |
| 1Y | -11.8% | +8.8% | -20.6% | -16.5% |
| All | -11.8% | +9.1% | -20.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling