+1.5%
CARR vs XLRE
+31.2%
-29.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | -3.8% | -1.2% | -2.6% | -2.9% |
| 30D | -8.9% | -2.4% | -6.5% | -7.2% |
| 3M | -17.3% | -2.5% | -14.8% | -16.1% |
| 6M | -1.4% | +4.0% | -5.4% | -4.9% |
| YTD | +10.0% | +9.3% | +0.7% | +2.2% |
| 1Y | -6.4% | +5.6% | -11.9% | -10.8% |
| 3Y | +1.5% | +31.3% | -29.7% | -17.6% |
| All | +1.5% | +31.2% | -29.7% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling