+133.8%
CI vs XLRE
+109.5%
+24.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 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% | +6.3% |
| YTD | +3.7% | +9.3% | -5.5% | -1.7% |
| 1Y | -6.1% | +5.6% | -11.7% | -9.3% |
| 3Y | +4.5% | +31.3% | -26.8% | -13.0% |
| 5Y | +50.5% | +9.5% | +41.0% | +38.3% |
| 10Y | +143.2% | +89.0% | +54.2% | +61.5% |
| All | +133.8% | +109.5% | +24.3% | +51.5% |
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