+150.9%
CI vs XRT
+145.8%
+5.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -1.4% | +0.1% | -0.8% |
| 30D | +6.4% | +9.8% | -3.4% | +2.6% |
| 3M | +10.7% | +3.3% | +7.4% | +9.2% |
| 6M | +5.5% | +13.6% | -8.1% | -0.1% |
| YTD | +11.4% | +9.1% | +2.3% | +7.0% |
| 1Y | +15.0% | +15.1% | 0.0% | +8.1% |
| 3Y | +9.0% | +59.9% | -51.0% | -12.4% |
| 5Y | +52.0% | -1.7% | +53.7% | +48.9% |
| 10Y | +150.9% | +141.1% | +9.8% | +21.3% |
| All | +150.9% | +145.8% | +5.1% | +21.3% |
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