+88.2%
XLRE vs COPX
+583.8%
-495.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -2.3% | +1.2% | -0.7% |
| 30D | -2.4% | +0.3% | -2.7% | -2.7% |
| 3M | -2.5% | +6.8% | -9.3% | -4.7% |
| 6M | +4.0% | +7.9% | -4.0% | +0.3% |
| YTD | +9.3% | +23.7% | -14.5% | +0.8% |
| 1Y | +5.6% | +71.5% | -65.9% | -11.1% |
| 3Y | +31.3% | +149.1% | -117.8% | -3.0% |
| 5Y | +9.5% | +167.3% | -157.8% | -22.8% |
| All | +88.2% | +583.8% | -495.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling