+97.3%
CVE vs XLRE
+117.2%
-19.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.5% |
| 7D | -10.1% | +2.3% | -12.4% | -11.7% |
| 30D | -12.1% | +7.3% | -19.4% | -16.6% |
| 3M | -1.9% | +0.1% | -1.9% | -2.5% |
| 6M | -1.8% | +2.3% | -4.1% | -4.4% |
| YTD | +65.8% | +13.3% | +52.5% | +49.0% |
| 1Y | +60.8% | +12.0% | +48.9% | +45.8% |
| 3Y | +70.1% | +45.5% | +24.7% | +23.6% |
| 5Y | +134.8% | +9.3% | +125.4% | +109.6% |
| 10Y | +130.1% | +110.1% | +20.0% | +39.8% |
| All | +97.3% | +117.2% | -19.9% | +16.4% |
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