+604.3%
CEG vs XLRE
+5.0%
+599.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.1% |
| 30D | +2.3% | -2.4% | +4.7% | +3.8% |
| 3M | +15.6% | -2.5% | +18.1% | +17.0% |
| 6M | -5.0% | +4.0% | -9.0% | -7.5% |
| YTD | -19.0% | +9.3% | -28.3% | -23.5% |
| 1Y | -10.0% | +5.6% | -15.5% | -13.3% |
| 3Y | +163.9% | +31.3% | +132.7% | +114.7% |
| All | +604.3% | +5.0% | +599.3% | +582.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling