+551.4%
CMI vs XLRE
+109.5%
+441.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.7% |
| 7D | -0.7% | -1.2% | +0.4% | -0.1% |
| 30D | -12.4% | -2.4% | -10.0% | -11.3% |
| 3M | -14.8% | -2.5% | -12.3% | -14.0% |
| 6M | +0.8% | +4.0% | -3.2% | -2.0% |
| YTD | +10.2% | +9.3% | +0.9% | +4.2% |
| 1Y | +37.4% | +5.6% | +31.8% | +32.3% |
| 3Y | +153.3% | +31.3% | +122.0% | +115.1% |
| 5Y | +167.6% | +9.5% | +158.0% | +148.2% |
| 10Y | +514.4% | +89.0% | +425.4% | +322.4% |
| All | +551.4% | +109.5% | +441.9% | +336.3% |
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