+110.5%
CNC vs XRT
+18.0%
+92.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.5% | +7.1% | +10.8% |
| 7D | +13.4% | +8.0% | +5.3% | +10.9% |
| 30D | +18.2% | +13.0% | +5.2% | +14.7% |
| 3M | +18.6% | +1.7% | +16.9% | +16.8% |
| 6M | +41.9% | +12.6% | +29.3% | +38.4% |
| YTD | +84.7% | +10.7% | +74.1% | +78.3% |
| 1Y | +110.5% | +18.4% | +92.1% | +95.6% |
| All | +110.5% | +18.0% | +92.5% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling