+496.7%
CSX vs XLRE
+82.9%
+413.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.5% |
| 7D | -0.6% | -0.7% | +0.2% | -0.1% |
| 30D | -3.2% | -2.2% | -1.0% | -1.8% |
| 3M | +2.6% | -2.6% | +5.2% | +4.3% |
| 6M | +19.8% | +2.6% | +17.3% | +17.5% |
| YTD | +34.7% | +9.3% | +25.4% | +26.5% |
| 1Y | +52.1% | +7.2% | +44.9% | +44.8% |
| 3Y | +68.4% | +31.3% | +37.1% | +37.2% |
| 5Y | +65.1% | +8.1% | +57.0% | +52.5% |
| 10Y | +496.7% | +88.9% | +407.8% | +307.0% |
| All | +496.7% | +82.9% | +413.8% | +307.0% |
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