+41.0%
CLS vs XLRE
+7.1%
+33.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.8% |
| 7D | +10.9% | -1.2% | +12.1% | +10.6% |
| 30D | +2.1% | -2.4% | +4.5% | +1.2% |
| 3M | -10.2% | -2.5% | -7.7% | -10.9% |
| 6M | +30.4% | +4.0% | +26.4% | +25.5% |
| YTD | +17.2% | +9.3% | +8.0% | +13.7% |
| 1Y | +41.0% | +5.6% | +35.4% | +30.8% |
| All | +41.0% | +7.1% | +33.9% | +30.8% |
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