+926.8%
CI vs XRT
+514.3%
+412.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | +4.4% | -4.2% | +8.6% | +6.8% |
| 3M | +0.7% | +5.1% | -4.4% | -2.4% |
| 6M | +0.3% | +2.4% | -2.1% | -1.6% |
| YTD | +3.8% | +3.2% | +0.6% | +1.2% |
| 1Y | -5.5% | +1.5% | -7.0% | -7.0% |
| 3Y | +8.1% | +40.6% | -32.5% | -14.5% |
| 5Y | +42.8% | -1.0% | +43.8% | +31.3% |
| 10Y | +143.9% | +128.4% | +15.5% | +16.0% |
| All | +926.8% | +514.3% | +412.5% | +92.1% |
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