-25.6%
CG vs XLRE
+9.1%
-34.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -4.3% | -1.2% | -3.1% | -3.4% |
| 30D | -5.1% | -2.8% | -2.3% | -3.0% |
| 3M | +8.7% | -0.2% | +8.9% | +8.2% |
| 6M | -9.2% | +1.9% | -11.2% | -11.6% |
| YTD | -18.9% | +10.6% | -29.4% | -27.0% |
| 1Y | -25.6% | +8.8% | -34.5% | -33.2% |
| All | -25.6% | +9.1% | -34.8% | -33.2% |
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