+328.2%
CLF vs XLRE
+115.9%
+212.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +0.8% | +9.5% | +9.6% |
| 30D | +0.6% | +6.9% | -6.4% | -5.9% |
| 3M | +4.1% | -0.8% | +4.9% | +4.1% |
| 6M | +15.1% | +2.1% | +13.0% | +11.7% |
| YTD | -4.7% | +12.6% | -17.4% | -15.4% |
| 1Y | +20.4% | +12.5% | +7.9% | +7.0% |
| 3Y | -23.4% | +44.2% | -67.6% | -46.5% |
| 5Y | -43.3% | +9.1% | -52.4% | -48.4% |
| 10Y | +80.5% | +111.8% | -31.3% | -0.4% |
| All | +328.2% | +115.9% | +212.3% | +146.4% |
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 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