+305.2%
CG vs XLRE
+89.0%
+216.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.5% |
| 7D | -9.9% | -1.2% | -8.7% | -8.9% |
| 30D | -11.7% | -2.4% | -9.3% | -9.6% |
| 3M | -4.3% | -2.5% | -1.8% | -2.3% |
| 6M | -8.8% | +4.0% | -12.7% | -12.3% |
| YTD | -26.9% | +9.3% | -36.1% | -32.9% |
| 1Y | -35.4% | +5.6% | -41.0% | -38.8% |
| 3Y | +43.0% | +31.3% | +11.8% | +11.2% |
| 5Y | +1.9% | +9.5% | -7.6% | -5.6% |
| All | +305.2% | +89.0% | +216.1% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling