+251.7%
CB vs XRT
+136.4%
+115.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | +7.3% | +7.5% | -0.2% | +4.7% |
| 3M | +9.4% | +2.2% | +7.2% | +8.4% |
| 6M | +19.6% | +14.7% | +5.0% | +13.8% |
| YTD | +21.5% | +7.5% | +14.0% | +17.7% |
| 1Y | +28.0% | +14.1% | +13.9% | +21.4% |
| 3Y | +74.9% | +58.8% | +16.1% | +43.7% |
| 5Y | +108.1% | -3.9% | +112.1% | +104.7% |
| All | +251.7% | +136.4% | +115.3% | +87.3% |
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