+415.5%
CNQ vs XLRE
+89.0%
+326.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.9% |
| 30D | +6.2% | -2.4% | +8.6% | +7.8% |
| 3M | +12.4% | -2.5% | +14.9% | +13.8% |
| 6M | +9.0% | +4.0% | +5.0% | +5.0% |
| YTD | +52.2% | +9.3% | +42.9% | +41.4% |
| 1Y | +65.0% | +5.6% | +59.4% | +56.8% |
| 3Y | +78.8% | +31.3% | +47.6% | +41.3% |
| 5Y | +286.0% | +9.5% | +276.4% | +244.2% |
| All | +415.5% | +89.0% | +326.5% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling