-7.1%
CMG vs XLRE
+31.2%
-38.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | +10.9% | -2.4% | +13.3% | +12.0% |
| 3M | +15.8% | -2.5% | +18.3% | +16.8% |
| 6M | +6.9% | +4.0% | +3.0% | +5.0% |
| YTD | -2.2% | +9.3% | -11.4% | -5.7% |
| 1Y | -7.1% | +5.6% | -12.7% | -9.4% |
| 3Y | -7.1% | +31.3% | -38.4% | -12.9% |
| All | -7.1% | +31.2% | -38.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling