+47.7%
CI vs XRT
-5.3%
+53.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -1.6% | +0.9% | -2.4% | -1.8% |
| 30D | +5.4% | +7.9% | -2.5% | +3.5% |
| 3M | +7.3% | -0.2% | +7.4% | +7.3% |
| 6M | +5.3% | +5.6% | -0.3% | +3.8% |
| YTD | +8.5% | +5.7% | +2.8% | +6.8% |
| 1Y | +17.1% | +14.6% | +2.5% | +13.0% |
| 3Y | +1.4% | +50.7% | -49.3% | -8.6% |
| All | +47.7% | -5.3% | +53.0% | +52.5% |
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