-37.7%
CAG vs XLRE
+89.0%
-126.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -5.7% | -1.2% | -4.5% | -5.2% |
| 30D | -2.4% | -2.4% | 0.0% | -1.4% |
| 3M | +9.8% | -2.5% | +12.3% | +11.1% |
| 6M | -10.8% | +4.0% | -14.8% | -12.1% |
| YTD | -10.8% | +9.3% | -20.1% | -13.8% |
| 1Y | -19.0% | +5.6% | -24.5% | -20.6% |
| 3Y | -39.7% | +31.3% | -71.0% | -45.9% |
| 5Y | -43.0% | +9.5% | -52.5% | -45.8% |
| All | -37.7% | +89.0% | -126.7% | -56.3% |
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 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