+70.7%
CIFR vs XLRE
+47.8%
+22.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -7.4% |
| 7D | +11.3% | -0.7% | +12.1% | +12.5% |
| 30D | +3.5% | -2.2% | +5.7% | +6.2% |
| 3M | -26.6% | -2.6% | -24.0% | -26.0% |
| 6M | +18.1% | +2.6% | +15.5% | +11.6% |
| YTD | +14.5% | +9.3% | +5.2% | +0.6% |
| 1Y | +83.3% | +7.2% | +76.1% | +64.6% |
| 3Y | +461.5% | +31.3% | +430.1% | +303.3% |
| 5Y | +29.3% | +8.1% | +21.2% | +12.8% |
| All | +70.7% | +47.8% | +22.9% | +40.5% |
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