-1.8%
CARR vs XLRE
+14.1%
-15.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.7% |
| 7D | -0.7% | +7.1% | -7.8% | -5.4% |
| 30D | +0.3% | +10.9% | -10.6% | -7.0% |
| 3M | -14.9% | +0.7% | -15.6% | -15.2% |
| 6M | -14.9% | +4.1% | -19.0% | -18.3% |
| YTD | +7.0% | +14.5% | -7.5% | -6.6% |
| 1Y | -1.8% | +14.1% | -15.9% | -13.7% |
| All | -1.8% | +14.1% | -15.9% | -13.7% |
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