+428.6%
CL vs XRT
+540.1%
-111.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.7% |
| 7D | +5.9% | +2.3% | +3.6% | +5.3% |
| 30D | +13.8% | +9.8% | +4.0% | +11.1% |
| 3M | +6.4% | -0.2% | +6.6% | +6.4% |
| 6M | +15.6% | +8.4% | +7.3% | +13.1% |
| YTD | +27.9% | +7.5% | +20.4% | +25.2% |
| 1Y | +31.4% | +13.2% | +18.2% | +26.9% |
| 3Y | +41.4% | +52.0% | -10.6% | +24.4% |
| 5Y | +42.8% | -3.2% | +46.0% | +38.9% |
| 10Y | +79.7% | +157.1% | -77.4% | +19.0% |
| All | +428.6% | +540.1% | -111.4% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling