+97.0%
CFG vs XLRE
+6.4%
+90.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | 0.0% |
| 7D | -0.6% | -0.7% | +0.1% | 0.0% |
| 30D | -4.5% | -2.2% | -2.3% | -2.8% |
| 3M | +6.3% | -2.6% | +8.9% | +8.5% |
| 6M | +20.6% | +2.6% | +18.0% | +17.8% |
| YTD | +21.2% | +9.3% | +12.0% | +12.1% |
| 1Y | +38.2% | +7.2% | +31.0% | +29.8% |
| 3Y | +185.9% | +31.3% | +154.6% | +124.5% |
| 5Y | +97.0% | +8.1% | +88.8% | +77.3% |
| All | +97.0% | +6.4% | +90.6% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling