+1,249.5%
CLS vs XLRE
+30.1%
+1,219.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +5.0% | -2.7% | +7.7% | +6.2% |
| 30D | +4.8% | -2.3% | +7.1% | +5.9% |
| 3M | -10.4% | -3.5% | -6.9% | -9.5% |
| 6M | +20.8% | +1.9% | +18.9% | +17.8% |
| YTD | +10.0% | +8.3% | +1.7% | +3.2% |
| 1Y | +28.5% | +6.4% | +22.1% | +21.7% |
| All | +1,249.5% | +30.1% | +1,219.4% | +1,032.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling