+135.5%
CVE vs XLRE
+110.8%
+24.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -10.0% | +2.1% | -12.1% | -11.5% |
| 30D | -11.9% | +7.1% | -19.0% | -16.4% |
| 3M | -5.9% | +1.3% | -7.2% | -7.3% |
| 6M | -1.6% | +2.1% | -3.7% | -4.1% |
| YTD | +66.3% | +13.1% | +53.1% | +49.2% |
| 1Y | +57.5% | +11.9% | +45.6% | +42.5% |
| 3Y | +65.4% | +43.7% | +21.8% | +20.2% |
| 5Y | +144.2% | +9.7% | +134.4% | +116.8% |
| 10Y | +135.5% | +113.0% | +22.5% | +64.5% |
| All | +135.5% | +110.8% | +24.7% | +64.5% |
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