+193.6%
COP vs XLRE
+7.1%
+186.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.0% | -2.7% | +3.7% | +2.0% |
| 30D | +9.6% | -2.3% | +11.9% | +10.4% |
| 3M | +15.0% | -3.5% | +18.5% | +16.4% |
| 6M | +21.8% | +1.9% | +19.9% | +20.2% |
| YTD | +49.6% | +8.3% | +41.3% | +43.9% |
| 1Y | +49.9% | +6.4% | +43.5% | +45.2% |
| 3Y | +22.6% | +30.2% | -7.6% | +8.7% |
| 5Y | +193.6% | +8.6% | +185.0% | +191.1% |
| All | +193.6% | +7.1% | +186.5% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling