-0.8%
CCL vs XLRE
+8.4%
-9.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.2% |
| 7D | -3.2% | -1.2% | -2.1% | -1.9% |
| 30D | -17.8% | -2.4% | -15.4% | -15.4% |
| 3M | -18.7% | -2.5% | -16.2% | -16.4% |
| 6M | -11.4% | +4.0% | -15.4% | -15.0% |
| YTD | -24.3% | +9.3% | -33.6% | -31.5% |
| 1Y | -28.8% | +5.6% | -34.4% | -33.0% |
| 3Y | +49.3% | +31.3% | +18.0% | +6.9% |
| All | -0.8% | +8.4% | -9.3% | -9.4% |
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