+2,840.3%
CMG vs XRT
+514.3%
+2,326.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.3% |
| 7D | -2.8% | +0.8% | -3.6% | -3.4% |
| 30D | +7.1% | -4.2% | +11.3% | +10.2% |
| 3M | +31.2% | +5.1% | +26.1% | +26.4% |
| 6M | +0.7% | +2.4% | -1.7% | -1.3% |
| YTD | -0.1% | +3.2% | -3.3% | -2.6% |
| 1Y | -10.7% | +1.5% | -12.3% | -11.7% |
| 3Y | -4.7% | +40.6% | -45.2% | -26.6% |
| 5Y | -3.8% | -1.0% | -2.8% | -8.3% |
| 10Y | +352.5% | +128.4% | +224.1% | +105.3% |
| All | +2,840.3% | +514.3% | +2,326.0% | +426.1% |
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