+173.5%
CVE vs XLRE
+82.9%
+90.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.5% |
| 30D | +13.2% | -2.2% | +15.4% | +14.9% |
| 3M | +21.7% | -2.6% | +24.3% | +23.5% |
| 6M | +48.4% | +2.6% | +45.8% | +43.8% |
| YTD | +100.1% | +9.3% | +90.8% | +85.1% |
| 1Y | +107.8% | +7.2% | +100.6% | +94.6% |
| 3Y | +76.9% | +31.3% | +45.6% | +38.3% |
| 5Y | +346.2% | +8.1% | +338.1% | +300.5% |
| 10Y | +173.5% | +88.9% | +84.6% | +87.3% |
| All | +173.5% | +82.9% | +90.6% | +87.3% |
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