+130.4%
CVE vs XLRE
+112.0%
+18.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +2.5% | -1.2% | +3.7% | +3.4% |
| 30D | +16.7% | -2.8% | +19.5% | +18.9% |
| 3M | +9.3% | -0.2% | +9.5% | +8.8% |
| 6M | +43.6% | +1.9% | +41.6% | +39.9% |
| YTD | +93.6% | +10.6% | +83.0% | +77.8% |
| 1Y | +98.8% | +8.8% | +89.9% | +84.3% |
| 3Y | +73.6% | +31.5% | +42.1% | +36.3% |
| 5Y | +312.5% | +6.6% | +305.9% | +276.2% |
| 10Y | +161.0% | +84.0% | +77.0% | +71.8% |
| All | +130.4% | +112.0% | +18.4% | +38.8% |
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 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