+274.2%
CME vs XLRE
+89.0%
+185.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.0% |
| 30D | +5.6% | -2.4% | +8.0% | +7.0% |
| 3M | +5.6% | -2.5% | +8.1% | +6.9% |
| 6M | -8.3% | +4.0% | -12.2% | -10.4% |
| YTD | +4.3% | +9.3% | -4.9% | -0.9% |
| 1Y | +9.1% | +5.6% | +3.5% | +5.5% |
| 3Y | +52.1% | +31.3% | +20.8% | +26.8% |
| 5Y | +79.7% | +9.5% | +70.1% | +65.2% |
| All | +274.2% | +89.0% | +185.2% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling