+420.1%
CORZ vs XLRE
+22.3%
+397.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.5% |
| 7D | +8.4% | -1.2% | +9.6% | +9.5% |
| 30D | -17.8% | -2.8% | -15.0% | -15.9% |
| 3M | -35.9% | -0.2% | -35.7% | -36.8% |
| 6M | +12.9% | +1.9% | +11.0% | +8.5% |
| YTD | +22.9% | +10.6% | +12.3% | +8.3% |
| 1Y | +31.4% | +8.8% | +22.5% | +16.8% |
| All | +420.1% | +22.3% | +397.8% | +322.4% |
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