+8.3%
XLRE vs CAI
-11.0%
+19.3%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -2.2% | +2.7% | -4.9% | -2.4% |
| 3M | -2.6% | +41.7% | -44.3% | -4.1% |
| 6M | +2.6% | +26.5% | -23.9% | +1.0% |
| YTD | +9.3% | -10.9% | +20.2% | +8.9% |
| 1Y | +7.2% | -29.2% | +36.4% | +8.0% |
| All | +8.3% | -11.0% | +19.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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