+286.3%
CME vs XRT
+128.1%
+158.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +6.2% | -4.2% | +10.4% | +7.3% |
| 3M | +10.4% | +5.1% | +5.3% | +8.9% |
| 6M | -9.5% | +2.4% | -11.9% | -10.4% |
| YTD | +6.0% | +3.2% | +2.8% | +4.7% |
| 1Y | +9.3% | +1.5% | +7.8% | +8.1% |
| 3Y | +57.7% | +40.6% | +17.1% | +39.1% |
| 5Y | +77.7% | -1.0% | +78.7% | +72.6% |
| All | +286.3% | +128.1% | +158.3% | +109.0% |
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