+52.0%
CSX vs XLRE
+9.5%
+42.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.9% |
| 7D | -2.2% | +2.3% | -4.5% | -3.5% |
| 30D | +6.8% | +7.3% | -0.5% | +2.4% |
| 3M | +0.7% | +0.1% | +0.6% | +0.6% |
| 6M | +13.3% | +2.3% | +11.0% | +11.5% |
| YTD | +40.5% | +13.3% | +27.2% | +30.0% |
| 1Y | +44.7% | +12.0% | +32.7% | +34.8% |
| 3Y | +74.5% | +45.5% | +29.0% | +36.6% |
| 5Y | +52.0% | +9.3% | +42.6% | +39.5% |
| All | +52.0% | +9.5% | +42.5% | +39.5% |
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