-21.9%
CLX vs XLRE
+9.1%
-31.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | -9.2% | -1.2% | -8.0% | -8.3% |
| 30D | -11.0% | -2.8% | -8.2% | -9.0% |
| 3M | +5.0% | -0.2% | +5.2% | +5.2% |
| 6M | -18.8% | +1.9% | -20.8% | -19.8% |
| YTD | -4.4% | +10.6% | -15.0% | -11.7% |
| 1Y | -21.9% | +8.8% | -30.7% | -26.7% |
| All | -21.9% | +9.1% | -31.0% | -26.7% |
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