+471.5%
CF vs XLRE
+112.9%
+358.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | +0.8% | +3.9% | +4.3% |
| 30D | +4.7% | +6.9% | -2.2% | +0.6% |
| 3M | +7.4% | -0.8% | +8.3% | +7.5% |
| 6M | +0.6% | +2.1% | -1.5% | -1.3% |
| YTD | +64.1% | +12.6% | +51.5% | +50.8% |
| 1Y | +51.4% | +12.5% | +38.9% | +39.2% |
| 3Y | +67.8% | +44.2% | +23.6% | +29.0% |
| 5Y | +114.1% | +9.1% | +105.0% | +94.1% |
| All | +471.5% | +112.9% | +358.5% | +264.0% |
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