+10.2%
CNH vs XLRE
+7.1%
+3.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.3% |
| 7D | -2.5% | -2.7% | +0.3% | -0.5% |
| 30D | +27.0% | -2.3% | +29.3% | +29.1% |
| 3M | +32.6% | -3.5% | +36.1% | +35.8% |
| 6M | +23.6% | +1.9% | +21.7% | +21.7% |
| YTD | +47.8% | +8.3% | +39.5% | +39.3% |
| 1Y | +21.3% | +6.4% | +14.9% | +15.6% |
| 3Y | +7.0% | +30.2% | -23.3% | -13.0% |
| 5Y | +10.2% | +8.6% | +1.6% | +1.5% |
| All | +10.2% | +7.1% | +3.0% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling