+566.1%
CME vs XRT
+529.0%
+37.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | +13.2% | +7.9% | +5.2% | +8.5% |
| 3M | +16.3% | -0.2% | +16.4% | +16.0% |
| 6M | +7.1% | +5.6% | +1.6% | +3.0% |
| YTD | +15.8% | +5.7% | +10.2% | +10.6% |
| 1Y | +17.1% | +14.6% | +2.5% | +6.7% |
| 3Y | +63.2% | +50.7% | +12.5% | +19.8% |
| 5Y | +70.2% | -4.8% | +75.1% | +56.2% |
| 10Y | +337.0% | +152.6% | +184.4% | +67.0% |
| All | +566.1% | +529.0% | +37.0% | -7.2% |
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