+38.3%
CL vs XLRE
+44.8%
-6.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | +9.5% | +6.4% | +3.2% | +6.5% |
| 3M | +6.8% | +2.0% | +4.8% | +5.7% |
| 6M | +14.3% | +1.8% | +12.5% | +13.3% |
| YTD | +27.0% | +13.2% | +13.8% | +20.4% |
| 1Y | +26.3% | +10.7% | +15.6% | +20.8% |
| All | +38.3% | +44.8% | -6.5% | +25.5% |
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