+62.0%
CSGP vs XLRE
+114.1%
-52.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.2% |
| 7D | +1.3% | +1.9% | -0.7% | -0.1% |
| 30D | +10.7% | +8.5% | +2.2% | +4.4% |
| 3M | +3.3% | -1.0% | +4.3% | +4.4% |
| 6M | -10.3% | 0.0% | -10.4% | -9.9% |
| YTD | -54.6% | +11.7% | -66.2% | -58.1% |
| 1Y | -54.6% | +11.8% | -66.5% | -58.2% |
| 3Y | -60.3% | +40.8% | -101.2% | -69.2% |
| 5Y | -63.3% | +8.2% | -71.5% | -65.5% |
| 10Y | +66.5% | +107.4% | -41.0% | +0.8% |
| All | +62.0% | +114.1% | -52.2% | -3.8% |
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