+1,242.3%
CLS vs XRT
+45.1%
+1,197.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | 0.0% |
| 7D | +4.6% | +0.8% | +3.8% | +3.9% |
| 30D | -13.9% | -4.2% | -9.7% | -10.8% |
| 3M | -26.6% | +5.1% | -31.7% | -30.0% |
| 6M | +15.4% | +2.4% | +13.0% | +12.3% |
| YTD | +5.7% | +3.2% | +2.5% | +1.8% |
| 1Y | +41.1% | +1.5% | +39.6% | +37.6% |
| All | +1,242.3% | +45.1% | +1,197.1% | +859.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling