+225.0%
CP vs XLRE
+89.0%
+136.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.1% |
| 7D | -2.6% | -1.2% | -1.4% | -1.8% |
| 30D | -3.7% | -2.4% | -1.3% | -2.2% |
| 3M | +0.1% | -2.5% | +2.6% | +1.8% |
| 6M | +7.8% | +4.0% | +3.9% | +5.0% |
| YTD | +21.7% | +9.3% | +12.4% | +14.9% |
| 1Y | +18.6% | +5.6% | +13.0% | +14.4% |
| 3Y | +17.5% | +31.3% | -13.7% | -2.8% |
| 5Y | +35.4% | +9.5% | +25.8% | +24.7% |
| All | +225.0% | +89.0% | +136.0% | +122.7% |
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