+148.6%
CVE vs XLRE
+112.9%
+35.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +5.9% | +0.8% | +5.1% | +5.3% |
| 30D | -10.9% | +6.9% | -17.8% | -15.4% |
| 3M | -4.5% | -0.8% | -3.7% | -4.5% |
| 6M | -1.0% | +2.1% | -3.1% | -3.6% |
| YTD | +74.7% | +12.6% | +62.1% | +57.3% |
| 1Y | +65.8% | +12.5% | +53.3% | +49.4% |
| 3Y | +73.2% | +44.2% | +29.0% | +25.4% |
| 5Y | +155.6% | +9.1% | +146.5% | +127.8% |
| All | +148.6% | +112.9% | +35.6% | +69.8% |
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 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