+409.0%
CSX vs XLRE
+110.8%
+298.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +0.7% | +2.1% | -1.4% | -0.7% |
| 30D | +8.1% | +7.1% | +0.9% | +3.1% |
| 3M | +2.2% | +1.3% | +0.9% | +1.2% |
| 6M | +14.6% | +2.1% | +12.5% | +12.6% |
| YTD | +42.2% | +13.1% | +29.1% | +30.2% |
| 1Y | +47.3% | +11.9% | +35.4% | +35.9% |
| 3Y | +73.5% | +43.7% | +29.9% | +32.4% |
| 5Y | +54.1% | +9.7% | +44.4% | +40.8% |
| 10Y | +409.0% | +113.0% | +296.0% | +233.0% |
| All | +409.0% | +110.8% | +298.2% | +233.0% |
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