+44.6%
COP vs XLRE
+9.1%
+35.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +17.5% | -2.8% | +20.3% | +17.6% |
| 3M | +13.4% | -0.2% | +13.5% | +13.3% |
| 6M | +17.7% | +1.9% | +15.8% | +18.6% |
| YTD | +46.6% | +10.6% | +36.0% | +39.5% |
| 1Y | +44.6% | +8.8% | +35.8% | +37.6% |
| All | +44.6% | +9.1% | +35.5% | +37.6% |
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