+34.9%
CP vs XLRE
+6.4%
+28.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -0.5% | -2.2% | +1.7% | +0.9% |
| 3M | +0.1% | -2.6% | +2.7% | +1.7% |
| 6M | +7.8% | +2.6% | +5.2% | +6.0% |
| YTD | +22.9% | +9.3% | +13.6% | +16.3% |
| 1Y | +21.3% | +7.2% | +14.1% | +16.1% |
| 3Y | +20.4% | +31.3% | -11.0% | +0.5% |
| 5Y | +34.9% | +8.1% | +26.8% | +25.5% |
| All | +34.9% | +6.4% | +28.5% | +25.5% |
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