+216.7%
CTVA vs XLRE
+50.2%
+166.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -4.5% | -1.2% | -3.3% | -3.8% |
| 30D | +11.3% | -2.4% | +13.7% | +13.0% |
| 3M | +12.3% | -2.5% | +14.8% | +14.0% |
| 6M | +7.2% | +4.0% | +3.2% | +4.1% |
| YTD | +26.0% | +9.3% | +16.7% | +18.3% |
| 1Y | +16.0% | +5.6% | +10.4% | +11.3% |
| 3Y | +73.9% | +31.3% | +42.6% | +43.1% |
| 5Y | +103.8% | +9.5% | +94.2% | +85.5% |
| All | +216.7% | +50.2% | +166.5% | +147.7% |
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