+88.2%
XLRE vs CRL
+256.1%
-167.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.4% |
| 7D | -1.2% | -3.5% | +2.4% | -0.3% |
| 30D | -2.4% | -2.1% | -0.3% | -2.0% |
| 3M | -2.5% | +48.0% | -50.5% | -12.0% |
| 6M | +4.0% | +64.7% | -60.8% | -9.6% |
| YTD | +9.3% | +39.5% | -30.2% | -1.5% |
| 1Y | +5.6% | +74.2% | -68.6% | -10.8% |
| 3Y | +31.3% | +39.4% | -8.1% | +11.7% |
| 5Y | +9.5% | -36.9% | +46.5% | +16.7% |
| All | +88.2% | +256.1% | -167.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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