+115.6%
CRBG vs XLRE
+24.7%
+90.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +24.0% | -2.5% | +26.5% | +25.9% |
| 6M | +50.5% | +4.0% | +46.5% | +45.9% |
| YTD | +17.1% | +9.3% | +7.9% | +9.9% |
| 1Y | +5.9% | +5.6% | +0.3% | +1.6% |
| 3Y | +122.7% | +31.3% | +91.4% | +83.3% |
| All | +115.6% | +24.7% | +90.9% | +87.5% |
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 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