+110.4%
XLRE vs CPB
-37.8%
+148.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.5% |
| 7D | -0.3% | -8.2% | +7.9% | +1.5% |
| 30D | -2.4% | -5.6% | +3.2% | -1.3% |
| 3M | +0.6% | +3.0% | -2.4% | -0.4% |
| 6M | +3.9% | -12.7% | +16.7% | +6.5% |
| YTD | +10.5% | -18.0% | +28.5% | +14.6% |
| 1Y | +8.4% | -31.7% | +40.1% | +17.0% |
| 3Y | +32.8% | -41.0% | +73.8% | +46.7% |
| 5Y | +7.0% | -38.4% | +45.4% | +15.8% |
| 10Y | +83.8% | -45.0% | +128.8% | +99.5% |
| All | +110.4% | -37.8% | +148.3% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling