-49.3%
CCI vs XLRE
+8.4%
-57.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.5% |
| 7D | -0.3% | -1.2% | +0.9% | +1.0% |
| 30D | +2.2% | -2.4% | +4.6% | +4.9% |
| 3M | -16.9% | -2.5% | -14.4% | -14.6% |
| 6M | -11.5% | +4.0% | -15.5% | -14.8% |
| YTD | -12.8% | +9.3% | -22.1% | -19.9% |
| 1Y | -17.1% | +5.6% | -22.7% | -21.1% |
| 3Y | -9.6% | +31.3% | -40.9% | -31.7% |
| All | -49.3% | +8.4% | -57.8% | -53.5% |
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 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