+948.0%
CB vs XRT
+514.3%
+433.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.4% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | -3.1% | -4.2% | +1.1% | -1.2% |
| 3M | +9.0% | +5.1% | +3.9% | +5.8% |
| 6M | +2.9% | +2.4% | +0.4% | +0.8% |
| YTD | +10.1% | +3.2% | +6.9% | +7.3% |
| 1Y | +22.8% | +1.5% | +21.3% | +20.1% |
| 3Y | +73.8% | +40.6% | +33.2% | +38.8% |
| 5Y | +99.2% | -1.0% | +100.2% | +83.1% |
| 10Y | +218.2% | +128.4% | +89.8% | +58.2% |
| All | +948.0% | +514.3% | +433.7% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling