+3,154.0%
CLS vs XLRE
+89.0%
+3,065.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +5.9% |
| 7D | +10.9% | -1.2% | +12.1% | +11.9% |
| 30D | +2.1% | -2.4% | +4.5% | +4.0% |
| 3M | -10.2% | -2.5% | -7.7% | -9.2% |
| 6M | +30.4% | +4.0% | +26.4% | +25.1% |
| YTD | +17.2% | +9.3% | +8.0% | +7.9% |
| 1Y | +41.0% | +5.6% | +35.4% | +33.1% |
| 3Y | +1,338.0% | +31.3% | +1,306.7% | +1,029.5% |
| 5Y | +3,860.6% | +9.5% | +3,851.0% | +3,457.7% |
| All | +3,154.0% | +89.0% | +3,065.0% | +2,167.2% |
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