+192.1%
CFG vs XLRE
+44.1%
+148.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +0.8% | +2.4% | +2.5% |
| 30D | +5.1% | +6.9% | -1.8% | -0.4% |
| 3M | -11.2% | -0.8% | -10.4% | -10.7% |
| 6M | +9.6% | +2.1% | +7.5% | +7.6% |
| YTD | +15.0% | +12.6% | +2.4% | +3.7% |
| 1Y | +29.9% | +12.5% | +17.4% | +17.2% |
| 3Y | +192.1% | +44.2% | +147.9% | +95.4% |
| All | +192.1% | +44.1% | +148.0% | +95.4% |
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