-6.1%
CI vs XLRE
+7.1%
-13.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.6% |
| 30D | +1.8% | -2.4% | +4.2% | +3.2% |
| 3M | -4.2% | -2.5% | -1.8% | -2.9% |
| 6M | +8.8% | +4.0% | +4.9% | +6.9% |
| YTD | +3.7% | +9.3% | -5.5% | -1.2% |
| 1Y | -6.1% | +5.6% | -11.7% | -7.3% |
| All | -6.1% | +7.1% | -13.3% | -7.3% |
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 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