+2.3%
CLX vs XLRE
+107.7%
-105.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -5.9% | -2.7% | -3.1% | -4.9% |
| 30D | -17.0% | -2.3% | -14.7% | -16.3% |
| 3M | -9.6% | -3.5% | -6.1% | -8.4% |
| 6M | -21.5% | +1.9% | -23.4% | -21.9% |
| YTD | -8.8% | +8.3% | -17.2% | -11.2% |
| 1Y | -24.7% | +6.4% | -31.1% | -26.2% |
| 3Y | -35.6% | +30.2% | -65.9% | -41.3% |
| 5Y | -37.6% | +8.6% | -46.3% | -40.4% |
| 10Y | -2.4% | +87.4% | -89.7% | -27.9% |
| All | +2.3% | +107.7% | -105.4% | -25.5% |
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 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