+378.0%
CME vs XLRE
+111.8%
+266.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | +5.5% | -2.4% | +7.9% | +6.9% |
| 3M | +11.0% | +0.6% | +10.4% | +10.5% |
| 6M | -9.7% | +3.9% | -13.6% | -11.7% |
| YTD | +4.9% | +10.5% | -5.6% | -0.7% |
| 1Y | +10.1% | +8.4% | +1.7% | +5.2% |
| 3Y | +53.5% | +32.8% | +20.7% | +28.3% |
| 5Y | +77.2% | +7.0% | +70.1% | +66.1% |
| 10Y | +282.1% | +83.8% | +198.3% | +169.1% |
| All | +378.0% | +111.8% | +266.2% | +224.3% |
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