+34.8%
CF vs XLRE
+14.1%
+20.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -3.1% |
| 7D | -6.9% | +7.1% | -14.0% | -4.4% |
| 30D | -3.7% | +10.9% | -14.7% | +0.2% |
| 3M | -5.0% | +0.7% | -5.7% | -4.9% |
| 6M | -10.5% | +4.1% | -14.6% | -8.6% |
| YTD | +46.5% | +14.5% | +32.0% | +43.4% |
| 1Y | +34.8% | +14.1% | +20.7% | +32.4% |
| All | +34.8% | +14.1% | +20.7% | +32.4% |
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