+282.1%
CME vs XRT
+123.1%
+159.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +5.5% | -5.6% | +11.2% | +6.9% |
| 3M | +11.0% | +2.5% | +8.4% | +10.1% |
| 6M | -9.7% | +3.7% | -13.4% | -10.8% |
| YTD | +4.9% | +1.0% | +3.9% | +4.1% |
| 1Y | +10.1% | -1.2% | +11.3% | +9.6% |
| 3Y | +53.5% | +43.4% | +10.1% | +34.4% |
| 5Y | +77.2% | -0.7% | +77.9% | +71.4% |
| 10Y | +282.1% | +123.7% | +158.4% | +107.8% |
| All | +282.1% | +123.1% | +159.0% | +107.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling