+2,944.0%
CLS vs XRT
+123.1%
+2,820.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +7.1% |
| 7D | +12.8% | -0.3% | +13.0% | +12.9% |
| 30D | +3.8% | -5.6% | +9.5% | +7.7% |
| 3M | -14.6% | +2.5% | -17.2% | -16.6% |
| 6M | +32.2% | +3.7% | +28.6% | +28.4% |
| YTD | +11.6% | +1.0% | +10.7% | +10.2% |
| 1Y | +35.1% | -1.2% | +36.3% | +35.0% |
| 3Y | +1,312.5% | +43.4% | +1,269.2% | +998.7% |
| 5Y | +3,542.1% | -0.7% | +3,542.8% | +3,426.1% |
| 10Y | +2,944.0% | +123.7% | +2,820.3% | +1,350.2% |
| All | +2,944.0% | +123.1% | +2,820.9% | +1,350.2% |
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