+39.8%
CMS vs XLRE
+44.1%
-4.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.2% |
| 30D | +6.2% | +6.9% | -0.8% | +2.1% |
| 3M | +0.6% | -0.8% | +1.5% | +1.0% |
| 6M | -1.8% | +2.1% | -3.9% | -3.0% |
| YTD | +3.8% | +12.6% | -8.8% | -3.0% |
| 1Y | -1.8% | +12.5% | -14.3% | -8.2% |
| 3Y | +39.8% | +44.2% | -4.4% | +9.7% |
| All | +39.8% | +44.1% | -4.3% | +9.7% |
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