+104.9%
CB vs XRT
-1.3%
+106.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | +7.3% | +9.8% | -2.4% | +5.4% |
| 3M | +7.0% | +3.3% | +3.7% | +6.3% |
| 6M | +16.3% | +13.6% | +2.7% | +13.3% |
| YTD | +19.7% | +9.1% | +10.7% | +17.3% |
| 1Y | +27.8% | +15.1% | +12.7% | +23.8% |
| 3Y | +72.0% | +59.9% | +12.1% | +52.6% |
| 5Y | +104.9% | -1.7% | +106.6% | +118.7% |
| All | +104.9% | -1.3% | +106.2% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling