+235.6%
CRM vs XLRE
+109.5%
+126.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.4% |
| 7D | -4.4% | -1.2% | -3.3% | -3.7% |
| 30D | +28.1% | -2.4% | +30.5% | +30.1% |
| 3M | +48.8% | -2.5% | +51.3% | +51.5% |
| 6M | +28.3% | +4.0% | +24.3% | +24.1% |
| YTD | -6.0% | +9.3% | -15.3% | -12.4% |
| 1Y | +1.4% | +5.6% | -4.2% | -3.3% |
| 3Y | +11.8% | +31.3% | -19.4% | -10.3% |
| 5Y | -2.0% | +9.5% | -11.6% | -10.2% |
| 10Y | +239.6% | +89.0% | +150.7% | +113.9% |
| All | +235.6% | +109.5% | +126.1% | +92.2% |
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