-7.9%
CDE vs XLRE
+3.1%
-11.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -3.1% | -1.2% | -1.9% | -2.3% |
| 30D | +9.5% | -2.4% | +11.9% | +11.5% |
| 3M | +25.5% | -2.5% | +28.0% | +26.9% |
| 6M | -7.9% | +4.0% | -11.9% | -17.1% |
| All | -7.9% | +3.1% | -11.0% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling