+93.7%
CL vs XLRE
+117.0%
-23.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 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% | +19.6% |
| 1Y | +26.3% | +10.7% | +15.6% | +20.2% |
| 3Y | +39.3% | +43.7% | -4.4% | +15.9% |
| 5Y | +41.5% | +9.7% | +31.8% | +32.6% |
| 10Y | +84.1% | +112.8% | -28.7% | +17.3% |
| All | +93.7% | +117.0% | -23.3% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling