+1,323.2%
CRS vs XLRE
+89.0%
+1,234.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | -6.8% | -1.2% | -5.6% | -5.7% |
| 30D | -16.1% | -2.4% | -13.7% | -14.2% |
| 3M | -21.2% | -2.5% | -18.7% | -19.8% |
| 6M | +8.7% | +4.0% | +4.7% | +4.0% |
| YTD | +41.0% | +9.3% | +31.7% | +28.2% |
| 1Y | +82.7% | +5.6% | +77.1% | +71.5% |
| 3Y | +604.8% | +31.3% | +573.5% | +424.9% |
| 5Y | +1,384.7% | +9.5% | +1,375.1% | +1,220.1% |
| All | +1,323.2% | +89.0% | +1,234.2% | +746.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling