-35.3%
CLS vs XRT
+16.2%
-51.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +6.7% |
| 7D | -10.6% | +2.5% | -13.0% | -10.8% |
| 30D | -38.4% | +10.3% | -48.8% | -40.8% |
| 3M | -29.9% | +2.4% | -32.2% | -29.4% |
| 6M | -40.6% | +10.0% | -50.6% | -43.8% |
| YTD | -24.6% | +9.5% | -34.1% | -30.7% |
| All | -35.3% | +16.2% | -51.5% | -41.1% |
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 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