+71.8%
CF vs XLRE
+31.7%
+40.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +18.1% | -2.4% | +20.5% | +18.5% |
| 3M | +23.4% | +0.6% | +22.8% | +23.1% |
| 6M | +17.1% | +3.9% | +13.1% | +15.9% |
| YTD | +76.2% | +10.5% | +65.7% | +70.7% |
| 1Y | +62.3% | +8.4% | +53.9% | +58.0% |
| 3Y | +71.8% | +32.8% | +39.0% | +59.2% |
| All | +71.8% | +31.7% | +40.1% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling