+17.1%
CI vs XRT
+16.2%
+0.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.5% |
| 7D | +0.1% | +2.5% | -2.3% | -0.7% |
| 30D | +4.7% | +10.3% | -5.7% | +1.5% |
| 3M | +5.2% | +2.4% | +2.8% | +3.9% |
| 6M | +3.8% | +10.0% | -6.2% | +0.9% |
| YTD | +9.2% | +9.5% | -0.3% | +5.1% |
| All | +17.1% | +16.2% | +0.9% | +8.8% |
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