+3,616.8%
CLS vs XLRE
+7.1%
+3,609.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | +5.0% | -2.7% | +7.7% | +6.8% |
| 30D | +4.8% | -2.3% | +7.1% | +6.5% |
| 3M | -10.4% | -3.5% | -6.9% | -9.0% |
| 6M | +20.8% | +1.9% | +18.9% | +17.5% |
| YTD | +10.0% | +8.3% | +1.7% | +2.0% |
| 1Y | +28.5% | +6.4% | +22.1% | +20.5% |
| 3Y | +1,292.2% | +30.2% | +1,262.0% | +992.1% |
| 5Y | +3,616.8% | +8.6% | +3,608.2% | +3,280.1% |
| All | +3,616.8% | +7.1% | +3,609.7% | +3,280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling