+27.2%
CB vs XRT
+12.4%
+14.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | +7.4% | +7.5% | -0.1% | +6.9% |
| 3M | +8.6% | +2.3% | +6.3% | +8.2% |
| 6M | +16.1% | +12.8% | +3.3% | +15.3% |
| YTD | +20.2% | +7.1% | +13.1% | +19.5% |
| 1Y | +27.2% | +12.3% | +14.9% | +25.6% |
| All | +27.2% | +12.4% | +14.8% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling