+8.6%
XLRE vs CPB
-40.6%
+49.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | 0.0% |
| 7D | -2.7% | -5.4% | +2.7% | -1.7% |
| 30D | -2.3% | -7.8% | +5.5% | -0.9% |
| 3M | -3.5% | -6.9% | +3.5% | -2.4% |
| 6M | +1.9% | -12.2% | +14.1% | +4.1% |
| YTD | +8.3% | -21.1% | +29.4% | +12.9% |
| 1Y | +6.4% | -33.5% | +39.9% | +15.0% |
| 3Y | +30.2% | -43.2% | +73.4% | +44.4% |
| 5Y | +8.6% | -40.9% | +49.5% | +16.8% |
| All | +8.6% | -40.6% | +49.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling