+323.1%
CLF vs XLRE
+112.0%
+211.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +7.6% | -1.2% | +8.8% | +8.7% |
| 30D | -1.2% | -2.8% | +1.6% | +1.1% |
| 3M | -13.4% | -0.2% | -13.2% | -13.8% |
| 6M | +15.4% | +1.9% | +13.5% | +12.9% |
| YTD | -5.9% | +10.6% | -16.4% | -14.6% |
| 1Y | +18.8% | +8.8% | +10.0% | +9.5% |
| 3Y | -19.4% | +31.5% | -50.9% | -38.4% |
| 5Y | -47.7% | +6.6% | -54.3% | -51.2% |
| 10Y | +130.4% | +84.0% | +46.3% | +41.1% |
| All | +323.1% | +112.0% | +211.1% | +148.9% |
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 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