+639.7%
CEG vs XLRE
+6.1%
+633.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +11.0% | -2.4% | +13.4% | +12.6% |
| 3M | +19.5% | +0.6% | +18.9% | +18.6% |
| 6M | -5.9% | +3.9% | -9.8% | -8.3% |
| YTD | -15.0% | +10.5% | -25.5% | -20.2% |
| 1Y | +0.6% | +8.4% | -7.7% | -4.7% |
| 3Y | +180.6% | +32.8% | +147.8% | +126.7% |
| All | +639.7% | +6.1% | +633.5% | +611.6% |
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