+65.5%
CSX vs XLRE
+8.1%
+57.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | -2.3% | -2.4% | +0.1% | -0.8% |
| 3M | +4.3% | +0.6% | +3.7% | +3.8% |
| 6M | +23.4% | +3.9% | +19.4% | +20.3% |
| YTD | +36.4% | +10.5% | +25.9% | +28.2% |
| 1Y | +53.0% | +8.4% | +44.7% | +45.5% |
| 3Y | +70.6% | +32.8% | +37.8% | +41.5% |
| 5Y | +65.5% | +7.0% | +58.4% | +57.1% |
| All | +65.5% | +8.1% | +57.4% | +57.1% |
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