+84.1%
CL vs XRT
+145.8%
-61.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -1.4% | +0.7% | -0.5% |
| 30D | +9.5% | +9.8% | -0.2% | +7.8% |
| 3M | +6.8% | +3.3% | +3.5% | +6.1% |
| 6M | +14.3% | +13.6% | +0.7% | +11.8% |
| YTD | +27.0% | +9.1% | +17.9% | +25.0% |
| 1Y | +26.3% | +15.1% | +11.2% | +23.1% |
| 3Y | +39.3% | +59.9% | -20.7% | +27.1% |
| 5Y | +41.5% | -1.7% | +43.3% | +39.4% |
| 10Y | +84.1% | +141.1% | -57.0% | +30.3% |
| All | +84.1% | +145.8% | -61.7% | +30.3% |
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