+108.1%
XLRE vs CRL
+345.1%
-237.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -0.7% | -4.6% | +3.9% | +0.4% |
| 30D | -2.2% | +0.5% | -2.7% | -2.4% |
| 3M | -2.6% | +46.6% | -49.2% | -11.9% |
| 6M | +2.6% | +57.3% | -54.7% | -9.8% |
| YTD | +9.3% | +39.5% | -30.3% | -1.4% |
| 1Y | +7.2% | +76.9% | -69.6% | -9.7% |
| 3Y | +31.3% | +39.4% | -8.0% | +11.8% |
| 5Y | +8.1% | -37.2% | +45.3% | +14.6% |
| 10Y | +88.9% | +253.4% | -164.5% | +14.1% |
| All | +108.1% | +345.1% | -237.0% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling