+218.9%
CTVA vs XLRE
+48.9%
+170.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -4.7% | -2.7% | -1.9% | -3.0% |
| 30D | +11.1% | -2.3% | +13.4% | +12.7% |
| 3M | +13.7% | -3.5% | +17.2% | +16.2% |
| 6M | +11.2% | +1.9% | +9.3% | +9.4% |
| YTD | +26.9% | +8.3% | +18.5% | +19.8% |
| 1Y | +18.8% | +6.4% | +12.4% | +13.4% |
| 3Y | +75.9% | +30.2% | +45.7% | +45.5% |
| 5Y | +105.2% | +8.6% | +96.6% | +87.8% |
| All | +218.9% | +48.9% | +170.0% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling