+15.6%
CL vs XRT
+8.9%
+6.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +1.1% |
| 7D | +5.9% | +2.3% | +3.6% | +4.8% |
| 30D | +13.8% | +9.8% | +4.0% | +10.0% |
| 3M | +6.4% | -0.2% | +6.6% | +5.9% |
| 6M | +15.6% | +8.4% | +7.3% | +13.5% |
| All | +15.6% | +8.9% | +6.7% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling