+681.2%
CCJ vs XLRE
+109.5%
+571.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +4.2% | -0.7% | +4.9% | +4.6% |
| 30D | +3.2% | -2.2% | +5.4% | +4.4% |
| 3M | -1.8% | -2.6% | +0.8% | -0.7% |
| 6M | -13.5% | +2.6% | -16.1% | -14.9% |
| YTD | +9.7% | +9.3% | +0.5% | +4.4% |
| 1Y | +30.0% | +7.2% | +22.8% | +24.4% |
| 3Y | +172.6% | +31.3% | +141.3% | +129.4% |
| 5Y | +342.9% | +8.1% | +334.8% | +314.9% |
| 10Y | +1,099.7% | +88.9% | +1,010.8% | +753.1% |
| All | +681.2% | +109.5% | +571.7% | +416.3% |
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