+108.1%
XLRE vs CNI
+149.7%
-41.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -2.4% | -2.7% | +0.3% | -1.3% |
| 3M | -2.5% | +3.9% | -6.4% | -4.3% |
| 6M | +4.0% | +16.4% | -12.4% | -3.2% |
| YTD | +9.3% | +25.8% | -16.5% | -2.0% |
| 1Y | +5.6% | +32.4% | -26.8% | -7.7% |
| 3Y | +31.3% | +19.1% | +12.2% | +18.5% |
| 5Y | +9.5% | +13.6% | -4.0% | 0.0% |
| 10Y | +89.0% | +136.8% | -47.8% | +26.7% |
| All | +108.1% | +149.7% | -41.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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