+2,193.9%
CLS vs XRT
+529.0%
+1,664.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.8% |
| 7D | -22.2% | +0.9% | -23.0% | -23.1% |
| 30D | -44.4% | +7.9% | -52.3% | -48.1% |
| 3M | -34.3% | -0.2% | -34.1% | -35.4% |
| 6M | -50.1% | +5.6% | -55.6% | -53.1% |
| YTD | -30.1% | +5.7% | -35.8% | -34.3% |
| 1Y | -39.3% | +14.6% | -53.9% | -46.4% |
| 3Y | +732.7% | +50.7% | +682.0% | +502.4% |
| 5Y | +1,777.2% | -4.8% | +1,782.0% | +1,748.2% |
| 10Y | +1,645.6% | +152.6% | +1,493.0% | +644.9% |
| All | +2,193.9% | +529.0% | +1,664.9% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling