-38.5%
CBRS vs XLRE
-2.0%
-36.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -3.7% |
| 7D | +0.5% | -2.7% | +3.2% | -3.6% |
| 30D | -18.5% | -2.3% | -16.2% | -21.7% |
| 3M | -19.4% | -3.5% | -15.9% | -24.5% |
| All | -38.5% | -2.0% | -36.5% | -42.5% |
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 · Available span rolling