+39.9%
CL vs XRT
-5.3%
+45.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.9% |
| 7D | +1.3% | +0.9% | +0.5% | +1.2% |
| 30D | +11.4% | +7.9% | +3.4% | +10.3% |
| 3M | +4.4% | -0.2% | +4.6% | +4.4% |
| 6M | +10.8% | +5.6% | +5.2% | +10.0% |
| YTD | +25.1% | +5.7% | +19.5% | +24.2% |
| 1Y | +28.0% | +14.6% | +13.4% | +25.8% |
| 3Y | +37.6% | +50.7% | -13.1% | +30.4% |
| All | +39.9% | -5.3% | +45.2% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling