+84.9%
CL vs XRT
+147.6%
-62.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +2.6% | +4.1% | -1.5% | +1.9% |
| 30D | +11.8% | +9.9% | +1.8% | +10.0% |
| 3M | +5.9% | +2.3% | +3.6% | +5.5% |
| 6M | +13.3% | +9.6% | +3.7% | +11.5% |
| YTD | +27.1% | +9.1% | +18.0% | +25.0% |
| 1Y | +28.0% | +16.2% | +11.8% | +24.6% |
| 3Y | +39.4% | +60.1% | -20.7% | +27.2% |
| 5Y | +40.8% | -0.5% | +41.2% | +38.3% |
| 10Y | +84.9% | +145.1% | -60.3% | +29.9% |
| All | +84.9% | +147.6% | -62.7% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling