+166.3%
CNH vs XLRE
+109.5%
+56.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +3.0% |
| 7D | +1.8% | -0.7% | +2.6% | +2.3% |
| 30D | +32.6% | -2.2% | +34.9% | +34.7% |
| 3M | +29.4% | -2.6% | +32.0% | +31.7% |
| 6M | +26.0% | +2.6% | +23.4% | +23.4% |
| YTD | +52.2% | +9.3% | +43.0% | +42.4% |
| 1Y | +23.9% | +7.2% | +16.6% | +17.3% |
| 3Y | +10.1% | +31.3% | -21.2% | -11.1% |
| 5Y | +13.2% | +8.1% | +5.0% | +4.4% |
| 10Y | +160.7% | +88.9% | +71.7% | +63.6% |
| All | +166.3% | +109.5% | +56.8% | +54.0% |
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