+2,029.3%
CLS vs XRT
+135.4%
+1,894.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.8% |
| 7D | +23.5% | -0.4% | +24.0% | +23.9% |
| 30D | -28.9% | +7.5% | -36.4% | -33.2% |
| 3M | -25.2% | +2.3% | -27.5% | -27.5% |
| 6M | -32.1% | +12.8% | -44.9% | -38.8% |
| YTD | -14.1% | +7.1% | -21.1% | -19.6% |
| 1Y | -24.1% | +12.3% | -36.3% | -31.2% |
| 3Y | +897.0% | +57.0% | +840.0% | +618.3% |
| 5Y | +2,089.9% | -4.3% | +2,094.2% | +2,047.1% |
| All | +2,029.3% | +135.4% | +1,894.0% | +842.8% |
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