+5.9%
CRBG vs XLRE
+7.1%
-1.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | +0.6% | -1.2% | +1.7% | +1.4% |
| 30D | +2.6% | -2.4% | +5.0% | +4.4% |
| 3M | +24.0% | -2.5% | +26.5% | +25.9% |
| 6M | +50.5% | +4.0% | +46.5% | +42.1% |
| YTD | +17.1% | +9.3% | +7.9% | +5.6% |
| 1Y | +5.9% | +5.6% | +0.3% | -2.7% |
| All | +5.9% | +7.1% | -1.3% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling