+395.2%
COR vs XLRE
+89.0%
+306.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.8% | -1.2% | -1.7% | -2.3% |
| 30D | +2.6% | -2.4% | +5.0% | +3.7% |
| 3M | +14.5% | -2.5% | +17.0% | +15.7% |
| 6M | -7.8% | +4.0% | -11.8% | -9.7% |
| YTD | -4.2% | +9.3% | -13.5% | -8.4% |
| 1Y | +7.0% | +5.6% | +1.4% | +3.9% |
| 3Y | +85.5% | +31.3% | +54.2% | +58.8% |
| 5Y | +181.2% | +9.5% | +171.7% | +161.3% |
| All | +395.2% | +89.0% | +306.1% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling