+99.4%
CB vs XLRE
+6.4%
+93.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -3.1% | -2.2% | -0.8% | -2.2% |
| 3M | +4.2% | -2.6% | +6.8% | +5.3% |
| 6M | +4.7% | +2.6% | +2.1% | +3.7% |
| YTD | +8.8% | +9.3% | -0.4% | +5.1% |
| 1Y | +22.6% | +7.2% | +15.4% | +19.2% |
| 3Y | +70.6% | +31.3% | +39.3% | +52.5% |
| 5Y | +99.4% | +8.1% | +91.3% | +96.7% |
| All | +99.4% | +6.4% | +93.0% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling