+246.7%
CB vs XRT
+147.6%
+99.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +0.7% | +4.1% | -3.4% | -0.7% |
| 30D | +8.2% | +9.9% | -1.7% | +4.8% |
| 3M | +6.3% | +2.3% | +4.0% | +5.3% |
| 6M | +16.2% | +9.6% | +6.6% | +12.2% |
| YTD | +19.3% | +9.1% | +10.2% | +15.1% |
| 1Y | +29.2% | +16.2% | +13.0% | +21.9% |
| 3Y | +71.4% | +60.1% | +11.4% | +40.6% |
| 5Y | +104.2% | -0.5% | +104.7% | +98.1% |
| 10Y | +246.7% | +145.1% | +101.5% | +83.2% |
| All | +246.7% | +147.6% | +99.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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