+39.7%
CL vs XRT
+58.4%
-18.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +0.8% |
| 7D | +0.5% | +2.5% | -2.0% | +0.1% |
| 30D | +11.6% | +10.3% | +1.3% | +9.9% |
| 3M | +5.6% | +2.4% | +3.2% | +5.1% |
| 6M | +13.2% | +10.0% | +3.2% | +11.5% |
| YTD | +26.9% | +9.5% | +17.4% | +25.0% |
| 1Y | +27.3% | +17.2% | +10.2% | +24.6% |
| 3Y | +39.7% | +62.0% | -22.3% | +34.2% |
| All | +39.7% | +58.4% | -18.7% | +34.2% |
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