-20.0%
CPNG vs XLRE
+31.2%
-51.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.6% |
| 7D | -1.1% | -1.2% | 0.0% | -0.4% |
| 30D | -7.4% | -2.4% | -4.9% | -6.0% |
| 3M | -12.3% | -2.5% | -9.9% | -11.5% |
| 6M | -19.4% | +4.0% | -23.4% | -22.3% |
| YTD | -35.9% | +9.3% | -45.2% | -40.3% |
| 1Y | -53.4% | +5.6% | -59.0% | -55.6% |
| 3Y | -20.0% | +31.3% | -51.3% | -33.4% |
| All | -20.0% | +31.2% | -51.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling