+38.4%
CFG vs XLRE
+6.3%
+32.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | -1.7% | -2.7% | +1.0% | +0.1% |
| 30D | -4.6% | -2.3% | -2.3% | -3.2% |
| 3M | +7.9% | -3.5% | +11.4% | +10.3% |
| 6M | +19.9% | +1.9% | +18.0% | +17.9% |
| YTD | +21.7% | +8.3% | +13.3% | +13.8% |
| 1Y | +38.4% | +6.4% | +32.0% | +29.3% |
| All | +38.4% | +6.3% | +32.1% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling