-64.8%
CSGP vs XLRE
+7.0%
-71.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | -4.1% | -1.2% | -2.8% | -3.0% |
| 30D | +2.3% | -2.8% | +5.1% | +5.0% |
| 3M | -8.2% | -0.2% | -8.0% | -7.6% |
| 6M | -35.1% | +1.9% | -37.0% | -36.0% |
| YTD | -54.0% | +10.6% | -64.6% | -57.8% |
| 1Y | -65.3% | +8.8% | -74.1% | -67.7% |
| 3Y | -62.6% | +31.5% | -94.1% | -70.4% |
| All | -64.8% | +7.0% | -71.7% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling