+471.3%
CIFR vs XLRE
+30.1%
+441.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -4.8% |
| 7D | -8.2% | -2.7% | -5.5% | -5.3% |
| 30D | -7.4% | -2.3% | -5.0% | -4.8% |
| 3M | -24.2% | -3.5% | -20.7% | -22.9% |
| 6M | +14.2% | +1.9% | +12.3% | +7.6% |
| YTD | +8.0% | +8.3% | -0.4% | -5.9% |
| 1Y | +55.5% | +6.4% | +49.1% | +38.7% |
| All | +471.3% | +30.1% | +441.2% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling