+20.2%
CLF vs XLRE
+14.1%
+6.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.3% | -12.5% | -10.3% |
| 7D | -7.9% | +7.1% | -15.0% | -10.6% |
| 30D | +5.2% | +10.9% | -5.7% | -0.6% |
| 3M | +4.3% | +0.7% | +3.6% | +5.5% |
| 6M | +25.3% | +4.1% | +21.1% | +22.2% |
| YTD | -3.3% | +14.5% | -17.8% | -18.6% |
| 1Y | +20.2% | +14.1% | +6.1% | +1.5% |
| All | +20.2% | +14.1% | +6.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling