+10.9%
CMG vs XLRE
+14.1%
-3.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +3.8% |
| 7D | +22.5% | +7.1% | +15.4% | +17.9% |
| 30D | +14.1% | +10.9% | +3.2% | +7.9% |
| 3M | +4.1% | +0.7% | +3.4% | +3.5% |
| 6M | +10.1% | +4.1% | +5.9% | +6.6% |
| YTD | -4.9% | +14.5% | -19.4% | -15.0% |
| 1Y | +10.9% | +14.1% | -3.2% | -0.6% |
| All | +10.9% | +14.1% | -3.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling