+57.9%
CNQ vs XLRE
+11.7%
+46.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.8% |
| 7D | -11.2% | +2.9% | -14.1% | -10.8% |
| 30D | +1.7% | +7.8% | -6.1% | +2.6% |
| 3M | +10.3% | -1.2% | +11.5% | +10.1% |
| 6M | +4.3% | +2.0% | +2.2% | +4.2% |
| YTD | +48.7% | +12.4% | +36.3% | +39.8% |
| 1Y | +57.9% | +12.1% | +45.9% | +48.8% |
| All | +57.9% | +11.7% | +46.2% | +48.8% |
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