+619.9%
CF vs XLRE
+82.9%
+536.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +14.3% | -2.2% | +16.5% | +15.6% |
| 3M | +27.9% | -2.6% | +30.5% | +29.3% |
| 6M | +25.5% | +2.6% | +23.0% | +22.4% |
| YTD | +81.2% | +9.3% | +71.9% | +70.0% |
| 1Y | +66.5% | +7.2% | +59.3% | +57.8% |
| 3Y | +76.7% | +31.3% | +45.3% | +44.6% |
| 5Y | +237.8% | +8.1% | +229.7% | +207.6% |
| 10Y | +619.9% | +88.9% | +530.9% | +377.0% |
| All | +619.9% | +82.9% | +536.9% | +377.0% |
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