+2,428.5%
CLS vs XLRE
+111.8%
+2,316.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +12.8% | -0.3% | +13.1% | +13.1% |
| 30D | +3.8% | -2.4% | +6.2% | +5.7% |
| 3M | -14.6% | +0.6% | -15.2% | -15.7% |
| 6M | +32.2% | +3.9% | +28.3% | +27.1% |
| YTD | +11.6% | +10.5% | +1.1% | +2.2% |
| 1Y | +35.1% | +8.4% | +26.7% | +25.2% |
| 3Y | +1,312.5% | +32.8% | +1,279.7% | +1,008.5% |
| 5Y | +3,542.1% | +7.0% | +3,535.0% | +3,239.8% |
| 10Y | +2,944.0% | +83.8% | +2,860.2% | +1,971.1% |
| All | +2,428.5% | +111.8% | +2,316.7% | +1,466.1% |
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 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