+8.6%
CI vs XRT
+61.0%
-52.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | +6.4% | +9.8% | -3.4% | +3.9% |
| 3M | +10.7% | +3.3% | +7.4% | +9.6% |
| 6M | +5.5% | +13.6% | -8.1% | +2.0% |
| YTD | +11.4% | +9.1% | +2.3% | +8.6% |
| 1Y | +15.0% | +15.1% | 0.0% | +10.6% |
| All | +8.6% | +61.0% | -52.3% | -4.4% |
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