+28.3%
CL vs XLRE
+6.4%
+21.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -5.5% | -2.2% | -3.3% | -4.7% |
| 3M | +0.8% | -2.6% | +3.5% | +1.9% |
| 6M | -4.2% | +2.6% | -6.8% | -5.0% |
| YTD | +13.4% | +9.3% | +4.2% | +9.8% |
| 1Y | +7.1% | +7.2% | -0.2% | +4.4% |
| 3Y | +29.0% | +31.3% | -2.3% | +17.2% |
| 5Y | +28.3% | +8.1% | +20.2% | +25.2% |
| All | +28.3% | +6.4% | +21.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling