+232.4%
CP vs XLRE
+115.9%
+116.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | +9.3% | +6.9% | +2.4% | +4.6% |
| 3M | +0.5% | -0.8% | +1.3% | +0.9% |
| 6M | +10.4% | +2.1% | +8.3% | +8.8% |
| YTD | +28.7% | +12.6% | +16.1% | +19.1% |
| 1Y | +33.2% | +12.5% | +20.7% | +23.3% |
| 3Y | +38.4% | +44.2% | -5.8% | +7.8% |
| 5Y | +26.2% | +9.1% | +17.1% | +16.6% |
| 10Y | +258.4% | +111.8% | +146.6% | +119.9% |
| All | +232.4% | +115.9% | +116.5% | +100.4% |
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