+404.9%
CORZ vs XLRE
+19.9%
+385.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.3% |
| 7D | -3.0% | -2.7% | -0.2% | -0.7% |
| 30D | -12.1% | -2.3% | -9.8% | -10.4% |
| 3M | -32.4% | -3.5% | -28.9% | -31.1% |
| 6M | +12.4% | +1.9% | +10.5% | +7.5% |
| YTD | +19.3% | +8.3% | +10.9% | +6.9% |
| 1Y | +8.6% | +6.4% | +2.2% | -1.4% |
| All | +404.9% | +19.9% | +385.1% | +317.1% |
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 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