+44.3%
CCI vs XLRE
+109.5%
-65.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | -0.3% | -0.7% | +0.5% | +0.5% |
| 30D | +2.1% | -2.2% | +4.4% | +4.4% |
| 3M | -17.8% | -2.6% | -15.2% | -15.6% |
| 6M | -14.2% | +2.6% | -16.7% | -15.9% |
| YTD | -13.3% | +9.3% | -22.6% | -19.8% |
| 1Y | -16.6% | +7.2% | -23.8% | -21.4% |
| 3Y | -10.8% | +31.3% | -42.1% | -30.5% |
| 5Y | -50.3% | +8.1% | -58.5% | -53.5% |
| 10Y | +22.5% | +88.9% | -66.4% | -28.4% |
| All | +44.3% | +109.5% | -65.1% | -20.3% |
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