+117.7%
CMS vs XLRE
+87.4%
+30.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | +0.5% |
| 30D | -2.8% | -2.3% | -0.4% | -1.3% |
| 3M | -7.1% | -3.5% | -3.7% | -5.0% |
| 6M | -10.0% | +1.9% | -11.9% | -11.2% |
| YTD | -0.9% | +8.3% | -9.3% | -6.1% |
| 1Y | -2.0% | +6.4% | -8.4% | -6.0% |
| 3Y | +33.0% | +30.2% | +2.8% | +10.1% |
| 5Y | +24.3% | +8.6% | +15.6% | +14.2% |
| All | +117.7% | +87.4% | +30.3% | +31.2% |
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