+222.7%
CP vs XLRE
+112.0%
+110.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.8% |
| 7D | -2.7% | -1.2% | -1.4% | -1.9% |
| 30D | +0.2% | -2.8% | +3.0% | +2.0% |
| 3M | +2.6% | -0.2% | +2.8% | +2.6% |
| 6M | +6.0% | +1.9% | +4.0% | +4.5% |
| YTD | +24.9% | +10.6% | +14.4% | +17.0% |
| 1Y | +20.1% | +8.8% | +11.3% | +13.6% |
| 3Y | +16.4% | +31.5% | -15.1% | -3.8% |
| 5Y | +31.7% | +6.6% | +25.2% | +23.7% |
| 10Y | +223.9% | +84.0% | +139.8% | +115.8% |
| All | +222.7% | +112.0% | +110.7% | +97.0% |
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