-48.2%
CLF vs XLRE
+6.4%
-54.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.6% |
| 7D | -2.7% | -0.7% | -1.9% | -2.0% |
| 30D | -3.2% | -2.2% | -1.0% | -1.5% |
| 3M | -5.0% | -2.6% | -2.3% | -3.2% |
| 6M | +26.6% | +2.6% | +24.0% | +22.9% |
| YTD | -9.0% | +9.3% | -18.2% | -16.7% |
| 1Y | +11.8% | +7.2% | +4.6% | +4.1% |
| 3Y | -15.1% | +31.3% | -46.4% | -35.9% |
| 5Y | -48.2% | +8.1% | -56.3% | -53.4% |
| All | -48.2% | +6.4% | -54.6% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling