+288.1%
CB vs XLRE
+112.0%
+176.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.5% | -1.2% | +1.7% | +1.2% |
| 30D | -3.1% | -2.8% | -0.3% | -1.5% |
| 3M | +9.0% | -0.2% | +9.1% | +9.1% |
| 6M | +2.9% | +1.9% | +0.9% | +1.6% |
| YTD | +10.1% | +10.6% | -0.5% | +3.5% |
| 1Y | +22.8% | +8.8% | +14.0% | +16.4% |
| 3Y | +73.8% | +31.5% | +42.3% | +44.1% |
| 5Y | +99.2% | +6.6% | +92.6% | +86.4% |
| 10Y | +218.2% | +84.0% | +134.2% | +109.4% |
| All | +288.1% | +112.0% | +176.2% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling