+309.0%
CFG vs XLRE
+89.0%
+220.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.4% |
| 7D | -0.4% | -1.2% | +0.7% | +0.6% |
| 30D | -4.6% | -2.4% | -2.2% | -2.6% |
| 3M | +6.7% | -2.5% | +9.1% | +8.9% |
| 6M | +22.1% | +4.0% | +18.1% | +17.5% |
| YTD | +23.2% | +9.3% | +13.9% | +13.1% |
| 1Y | +40.3% | +5.6% | +34.7% | +32.8% |
| 3Y | +187.9% | +31.3% | +156.6% | +122.0% |
| 5Y | +102.0% | +9.5% | +92.4% | +81.2% |
| All | +309.0% | +89.0% | +220.0% | +167.9% |
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