-29.6%
CLS vs XRT
+18.0%
-47.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.5% | -14.6% | -10.2% |
| 7D | -21.1% | +8.0% | -29.2% | -23.0% |
| 30D | -38.2% | +13.0% | -51.2% | -41.4% |
| 3M | -36.3% | +1.7% | -38.0% | -35.3% |
| 6M | -43.8% | +12.6% | -56.4% | -47.7% |
| YTD | -20.0% | +10.7% | -30.7% | -26.6% |
| 1Y | -29.6% | +18.4% | -48.0% | -37.4% |
| All | -29.6% | +18.0% | -47.6% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling