+29.6%
CL vs XLRE
+31.7%
-2.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | -0.3% | -1.0% | -1.2% |
| 30D | -5.2% | -2.4% | -2.8% | -4.3% |
| 3M | +3.3% | +0.6% | +2.7% | +3.1% |
| 6M | -4.4% | +3.9% | -8.3% | -5.7% |
| YTD | +13.9% | +10.5% | +3.4% | +9.8% |
| 1Y | +7.6% | +8.4% | -0.7% | +4.4% |
| 3Y | +29.6% | +32.8% | -3.2% | +21.3% |
| All | +29.6% | +31.7% | -2.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling