-4.4%
CLX vs XLRE
+89.0%
-93.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -5.7% | -1.2% | -4.5% | -5.3% |
| 30D | -17.0% | -2.4% | -14.6% | -16.3% |
| 3M | -9.7% | -2.5% | -7.2% | -8.8% |
| 6M | -19.8% | +4.0% | -23.8% | -20.8% |
| YTD | -9.8% | +9.3% | -19.1% | -12.5% |
| 1Y | -26.2% | +5.6% | -31.8% | -27.5% |
| 3Y | -36.2% | +31.3% | -67.5% | -42.0% |
| 5Y | -38.3% | +9.5% | -47.9% | -41.2% |
| All | -4.4% | +89.0% | -93.4% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling