+226.3%
CLSK vs XLRE
+31.2%
+195.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +5.7% |
| 7D | +7.7% | -1.2% | +8.9% | +9.4% |
| 30D | +12.2% | -2.4% | +14.6% | +15.7% |
| 3M | -15.5% | -2.5% | -13.0% | -14.0% |
| 6M | +39.3% | +4.0% | +35.4% | +29.7% |
| YTD | +35.1% | +9.3% | +25.8% | +17.9% |
| 1Y | +34.0% | +5.6% | +28.4% | +22.6% |
| 3Y | +226.3% | +31.3% | +195.0% | +126.1% |
| All | +226.3% | +31.2% | +195.0% | +126.1% |
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 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