+346.5%
CFG vs XLRE
+112.0%
+234.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.6% |
| 7D | +1.5% | -1.2% | +2.8% | +2.6% |
| 30D | -3.8% | -2.8% | -1.0% | -1.5% |
| 3M | +11.5% | -0.2% | +11.7% | +11.4% |
| 6M | +19.2% | +1.9% | +17.2% | +16.9% |
| YTD | +23.7% | +10.6% | +13.1% | +12.9% |
| 1Y | +38.8% | +8.8% | +30.0% | +28.4% |
| 3Y | +178.9% | +31.5% | +147.4% | +117.8% |
| 5Y | +101.8% | +6.6% | +95.2% | +86.8% |
| 10Y | +317.3% | +84.0% | +233.2% | +174.7% |
| All | +346.5% | +112.0% | +234.5% | +184.4% |
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 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