+97.0%
CL vs XLRE
+115.9%
-18.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +0.8% | +2.4% | +2.8% |
| 30D | +8.0% | +6.9% | +1.1% | +4.6% |
| 3M | +7.9% | -0.8% | +8.7% | +8.3% |
| 6M | +14.7% | +2.1% | +12.6% | +13.6% |
| YTD | +29.2% | +12.6% | +16.5% | +21.9% |
| 1Y | +29.5% | +12.5% | +17.0% | +22.3% |
| 3Y | +40.7% | +44.2% | -3.5% | +16.9% |
| 5Y | +43.9% | +9.1% | +34.7% | +35.2% |
| 10Y | +87.2% | +111.8% | -24.6% | +19.6% |
| All | +97.0% | +115.9% | -18.9% | +25.4% |
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