-2.7%
CEG vs XLRE
+9.1%
-11.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +8.0% | -1.2% | +9.3% | +8.6% |
| 30D | +12.9% | -2.8% | +15.7% | +14.3% |
| 3M | +13.2% | -0.2% | +13.4% | +12.6% |
| 6M | -7.0% | +1.9% | -8.9% | -8.6% |
| YTD | -15.0% | +10.6% | -25.6% | -15.9% |
| 1Y | -2.7% | +8.8% | -11.6% | -4.1% |
| All | -2.7% | +9.1% | -11.9% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling