+89.6%
CL vs XRT
+136.4%
-46.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | +8.0% | +7.5% | +0.5% | +6.7% |
| 3M | +7.9% | +2.2% | +5.7% | +7.4% |
| 6M | +14.7% | +14.7% | +0.1% | +12.0% |
| YTD | +29.2% | +7.5% | +21.7% | +27.4% |
| 1Y | +29.5% | +14.1% | +15.4% | +26.5% |
| 3Y | +40.7% | +58.8% | -18.1% | +28.5% |
| 5Y | +43.9% | -3.9% | +47.8% | +42.3% |
| All | +89.6% | +136.4% | -46.8% | +34.5% |
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 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