+1,007.8%
CI vs XRT
+549.7%
+458.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +2.6% | +4.1% | -1.5% | +0.3% |
| 30D | +7.3% | +9.9% | -2.6% | +1.9% |
| 3M | +9.5% | +2.3% | +7.2% | +8.0% |
| 6M | +6.4% | +9.6% | -3.1% | +0.6% |
| YTD | +12.0% | +9.1% | +2.9% | +5.8% |
| 1Y | +20.1% | +16.2% | +3.8% | +9.4% |
| 3Y | +9.6% | +60.1% | -50.5% | -19.3% |
| 5Y | +52.7% | -0.5% | +53.2% | +40.9% |
| 10Y | +150.3% | +145.1% | +5.1% | +14.3% |
| All | +1,007.8% | +549.7% | +458.1% | +100.8% |
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 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