+25.2%
COP vs XLRE
+31.2%
-6.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +8.6% | -2.4% | +11.0% | +9.4% |
| 3M | +19.9% | -2.5% | +22.3% | +20.6% |
| 6M | +19.0% | +4.0% | +15.1% | +16.7% |
| YTD | +50.0% | +9.3% | +40.7% | +43.8% |
| 1Y | +50.5% | +5.6% | +44.9% | +46.3% |
| 3Y | +25.2% | +31.3% | -6.1% | +15.0% |
| All | +25.2% | +31.2% | -6.0% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling