+8.9%
CRCL vs XLRE
+8.4%
+0.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.5% |
| 7D | -11.2% | -1.2% | -10.1% | -10.2% |
| 30D | +27.1% | -2.4% | +29.5% | +30.0% |
| 3M | +9.6% | -2.5% | +12.1% | +11.7% |
| 6M | -19.7% | +4.0% | -23.7% | -24.8% |
| YTD | +14.2% | +9.3% | +5.0% | -0.1% |
| 1Y | -32.2% | +5.6% | -37.8% | -37.9% |
| All | +8.9% | +8.4% | +0.5% | -0.4% |
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