+242.0%
COF vs XLRE
+89.0%
+153.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | -5.1% | -1.2% | -4.0% | -4.1% |
| 30D | -6.0% | -2.4% | -3.6% | -3.9% |
| 3M | +14.8% | -2.5% | +17.3% | +17.2% |
| 6M | +15.3% | +4.0% | +11.4% | +10.7% |
| YTD | -13.0% | +9.3% | -22.3% | -20.4% |
| 1Y | -5.7% | +5.6% | -11.3% | -11.0% |
| 3Y | +118.1% | +31.3% | +86.9% | +64.0% |
| 5Y | +46.2% | +9.5% | +36.7% | +30.4% |
| All | +242.0% | +89.0% | +153.0% | +108.8% |
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 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