+28.0%
CNH vs XLRE
+9.1%
+18.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.6% |
| 7D | +23.3% | -1.2% | +24.5% | +24.4% |
| 30D | +33.5% | -2.8% | +36.3% | +36.5% |
| 3M | +32.7% | -0.2% | +32.9% | +32.6% |
| 6M | +22.2% | +1.9% | +20.2% | +19.4% |
| YTD | +57.7% | +10.6% | +47.1% | +46.4% |
| 1Y | +28.0% | +8.8% | +19.2% | +18.9% |
| All | +28.0% | +9.1% | +18.8% | +18.9% |
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 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