+241.5%
COP vs XLRE
+109.5%
+132.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +11.7% | -2.2% | +13.9% | +13.2% |
| 3M | +17.7% | -2.6% | +20.3% | +19.3% |
| 6M | +18.3% | +2.6% | +15.7% | +15.4% |
| YTD | +49.1% | +9.3% | +39.8% | +39.5% |
| 1Y | +53.3% | +7.2% | +46.1% | +45.1% |
| 3Y | +22.2% | +31.3% | -9.2% | -0.8% |
| 5Y | +193.3% | +8.1% | +185.2% | +166.7% |
| 10Y | +340.2% | +88.9% | +251.3% | +181.8% |
| All | +241.5% | +109.5% | +132.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling