+120.3%
CLF vs XLRE
+87.4%
+32.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.4% |
| 7D | -3.7% | -2.7% | -1.0% | -1.2% |
| 30D | -4.7% | -2.3% | -2.3% | -2.8% |
| 3M | -4.7% | -3.5% | -1.2% | -2.1% |
| 6M | +24.0% | +1.9% | +22.1% | +21.2% |
| YTD | -10.9% | +8.3% | -19.3% | -17.8% |
| 1Y | +4.0% | +6.4% | -2.3% | -2.4% |
| 3Y | -16.9% | +30.2% | -47.2% | -36.5% |
| 5Y | -49.3% | +8.6% | -57.9% | -53.6% |
| All | +120.3% | +87.4% | +32.9% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling