+20.4%
CLF vs XLRE
+11.5%
+8.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +0.8% | +9.5% | +10.0% |
| 30D | +0.6% | +6.9% | -6.4% | -2.9% |
| 3M | +4.1% | -0.8% | +4.9% | +6.1% |
| 6M | +15.1% | +2.1% | +13.0% | +13.5% |
| YTD | -4.7% | +12.6% | -17.4% | -20.3% |
| 1Y | +20.4% | +12.5% | +7.9% | +0.9% |
| All | +20.4% | +11.5% | +8.8% | +0.9% |
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