+179.3%
COR vs XLRE
+8.4%
+170.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -2.8% | -1.2% | -1.7% | -2.6% |
| 30D | +2.6% | -2.4% | +5.0% | +3.2% |
| 3M | +14.5% | -2.5% | +17.0% | +15.2% |
| 6M | -7.8% | +4.0% | -11.8% | -8.8% |
| YTD | -4.2% | +9.3% | -13.5% | -6.4% |
| 1Y | +7.0% | +5.6% | +1.4% | +5.4% |
| 3Y | +85.5% | +31.3% | +54.2% | +71.4% |
| All | +179.3% | +8.4% | +170.9% | +180.3% |
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 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