-45.2%
CCL vs XLRE
+111.8%
-157.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.2% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -20.0% | -2.4% | -17.6% | -17.7% |
| 3M | -13.7% | +0.6% | -14.2% | -14.4% |
| 6M | -9.0% | +3.9% | -13.0% | -12.7% |
| YTD | -22.8% | +10.5% | -33.3% | -31.0% |
| 1Y | -25.3% | +8.4% | -33.7% | -31.7% |
| 3Y | +54.1% | +32.8% | +21.3% | +10.4% |
| 5Y | +3.5% | +7.0% | -3.6% | -3.3% |
| 10Y | -41.0% | +83.8% | -124.9% | -63.3% |
| All | -45.2% | +111.8% | -157.1% | -68.8% |
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