+242.4%
CF vs XLRE
+112.0%
+130.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +6.0% | -1.2% | +7.2% | +6.7% |
| 30D | +14.8% | -2.8% | +17.7% | +16.5% |
| 3M | +14.1% | -0.2% | +14.2% | +13.8% |
| 6M | +28.5% | +1.9% | +26.6% | +25.8% |
| YTD | +74.9% | +10.6% | +64.4% | +63.3% |
| 1Y | +61.7% | +8.8% | +52.9% | +52.1% |
| 3Y | +80.3% | +31.5% | +48.8% | +48.1% |
| 5Y | +226.0% | +6.6% | +219.4% | +200.6% |
| 10Y | +569.9% | +84.0% | +485.8% | +337.1% |
| All | +242.4% | +112.0% | +130.4% | +110.2% |
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 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