+40.1%
CSGP vs XLRE
+81.7%
-41.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -5.1% | -0.3% | -4.8% | -4.9% |
| 30D | +0.3% | -2.4% | +2.7% | +2.3% |
| 3M | -9.1% | +0.6% | -9.7% | -9.1% |
| 6M | -37.3% | +3.9% | -41.2% | -39.0% |
| YTD | -54.9% | +10.5% | -65.4% | -58.1% |
| 1Y | -65.5% | +8.4% | -73.9% | -67.5% |
| 3Y | -63.3% | +32.8% | -96.1% | -70.2% |
| 5Y | -65.8% | +7.0% | -72.8% | -67.7% |
| 10Y | +40.1% | +83.8% | -43.7% | -2.3% |
| All | +40.1% | +81.7% | -41.6% | -2.3% |
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