+26.9%
CIFR vs XLRE
+8.4%
+18.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.6% |
| 7D | -5.0% | -1.2% | -3.9% | -3.4% |
| 30D | -5.7% | -2.4% | -3.3% | -2.7% |
| 3M | -25.5% | -2.5% | -23.0% | -24.9% |
| 6M | +19.4% | +4.0% | +15.4% | +10.1% |
| YTD | +14.2% | +9.3% | +4.9% | -1.4% |
| 1Y | +69.0% | +5.6% | +63.4% | +53.0% |
| 3Y | +503.9% | +31.3% | +472.7% | +309.1% |
| All | +26.9% | +8.4% | +18.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling