+71.4%
CB vs XRT
+60.4%
+11.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +0.7% | +4.1% | -3.4% | +0.2% |
| 30D | +8.2% | +9.9% | -1.7% | +7.1% |
| 3M | +6.3% | +2.3% | +4.0% | +5.9% |
| 6M | +16.2% | +9.6% | +6.6% | +14.9% |
| YTD | +19.3% | +9.1% | +10.2% | +18.0% |
| 1Y | +29.2% | +16.2% | +13.0% | +26.8% |
| 3Y | +71.4% | +60.1% | +11.4% | +72.9% |
| All | +71.4% | +60.4% | +11.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling