+2,706.7%
CMG vs XRT
+539.9%
+2,166.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +2.5% | +1.7% | +0.7% | +1.3% |
| 30D | +15.6% | +7.5% | +8.1% | +10.1% |
| 3M | +8.2% | +2.2% | +6.0% | +6.6% |
| 6M | +9.9% | +14.7% | -4.8% | -0.3% |
| YTD | -4.6% | +7.5% | -12.1% | -9.5% |
| 1Y | +12.4% | +14.1% | -1.7% | +2.5% |
| 3Y | -18.0% | +58.8% | -76.7% | -41.7% |
| 5Y | -5.3% | -3.9% | -1.4% | -7.3% |
| 10Y | +344.2% | +137.7% | +206.6% | +96.4% |
| All | +2,706.7% | +539.9% | +2,166.8% | +388.7% |
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