+287.5%
CAH vs XLRE
+89.0%
+198.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -5.1% | -1.2% | -3.9% | -4.6% |
| 30D | +0.2% | -2.4% | +2.6% | +1.3% |
| 3M | +6.3% | -2.5% | +8.8% | +7.5% |
| 6M | +9.4% | +4.0% | +5.4% | +7.1% |
| YTD | +15.0% | +9.3% | +5.7% | +9.7% |
| 1Y | +55.4% | +5.6% | +49.9% | +50.9% |
| 3Y | +173.8% | +31.3% | +142.5% | +134.2% |
| 5Y | +395.2% | +9.5% | +385.6% | +360.1% |
| All | +287.5% | +89.0% | +198.4% | +170.6% |
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