+147.4%
CI vs XLRE
+115.9%
+31.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.2% | +0.8% | +0.3% | +0.7% |
| 30D | +2.6% | +6.9% | -4.4% | -1.3% |
| 3M | +7.4% | -0.8% | +8.3% | +7.9% |
| 6M | -0.1% | +2.1% | -2.2% | -1.3% |
| YTD | +9.7% | +12.6% | -2.9% | +2.1% |
| 1Y | +12.1% | +12.5% | -0.4% | +4.4% |
| 3Y | +7.0% | +44.2% | -37.2% | -15.7% |
| 5Y | +49.7% | +9.1% | +40.6% | +38.5% |
| 10Y | +147.2% | +111.8% | +35.4% | +57.6% |
| All | +147.4% | +115.9% | +31.5% | +57.5% |
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