+1,751.5%
CLS vs XRT
+163.3%
+1,588.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +5.4% |
| 7D | -10.6% | +2.5% | -13.0% | -12.3% |
| 30D | -38.4% | +10.3% | -48.8% | -43.1% |
| 3M | -29.9% | +2.4% | -32.2% | -32.0% |
| 6M | -40.6% | +10.0% | -50.6% | -45.5% |
| YTD | -24.6% | +9.5% | -34.1% | -30.4% |
| 1Y | -30.8% | +17.2% | -48.0% | -39.1% |
| 3Y | +811.7% | +62.0% | +749.8% | +544.3% |
| 5Y | +1,838.4% | -2.1% | +1,840.5% | +1,772.7% |
| 10Y | +1,751.5% | +152.6% | +1,598.9% | +705.1% |
| All | +1,751.5% | +163.3% | +1,588.2% | +705.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling