+71.6%
CVE vs XLRE
+33.2%
+38.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +16.7% | -2.8% | +19.5% | +17.7% |
| 3M | +9.3% | -0.2% | +9.5% | +9.0% |
| 6M | +43.6% | +1.9% | +41.6% | +41.8% |
| YTD | +93.6% | +10.6% | +83.0% | +84.2% |
| 1Y | +98.8% | +8.8% | +89.9% | +90.2% |
| All | +71.6% | +33.2% | +38.4% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling