+60.7%
COP vs XLRE
+14.1%
+46.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -4.8% |
| 7D | -8.1% | +7.1% | -15.2% | -7.7% |
| 30D | +6.7% | +10.9% | -4.3% | +7.3% |
| 3M | +16.9% | +0.7% | +16.2% | +17.2% |
| 6M | +11.2% | +4.1% | +7.1% | +11.6% |
| YTD | +49.5% | +14.5% | +35.0% | +38.5% |
| 1Y | +60.7% | +14.1% | +46.6% | +49.3% |
| All | +60.7% | +14.1% | +46.6% | +49.3% |
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