+1,298.9%
COHR vs XLRE
+89.0%
+1,209.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.5% |
| 7D | +8.3% | -1.2% | +9.5% | +9.3% |
| 30D | -14.1% | -2.4% | -11.7% | -12.7% |
| 3M | -16.0% | -2.5% | -13.5% | -15.4% |
| 6M | +21.5% | +4.0% | +17.5% | +16.0% |
| YTD | +65.4% | +9.3% | +56.2% | +51.5% |
| 1Y | +195.0% | +5.6% | +189.4% | +177.1% |
| 3Y | +830.2% | +31.3% | +798.9% | +636.4% |
| 5Y | +397.1% | +9.5% | +387.6% | +352.4% |
| All | +1,298.9% | +89.0% | +1,209.8% | +823.0% |
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 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