+40.7%
CL vs XRT
+52.2%
-11.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.4% |
| 7D | +5.9% | +2.3% | +3.6% | +5.5% |
| 30D | +13.8% | +9.8% | +4.0% | +12.2% |
| 3M | +6.4% | -0.2% | +6.6% | +6.3% |
| 6M | +15.6% | +8.4% | +7.3% | +14.3% |
| YTD | +27.9% | +7.5% | +20.4% | +26.4% |
| 1Y | +31.4% | +13.2% | +18.2% | +29.2% |
| All | +40.7% | +52.2% | -11.6% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling