+7.2%
CNC vs XRT
-3.7%
+10.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -3.8% | -6.9% | +3.2% | -2.3% |
| 3M | -3.2% | -0.4% | -2.8% | -3.3% |
| 6M | +47.9% | +2.2% | +45.6% | +46.7% |
| YTD | +55.7% | -0.7% | +56.4% | +55.3% |
| 1Y | +106.2% | -2.0% | +108.2% | +106.2% |
| 3Y | -2.1% | +41.0% | -43.1% | -10.7% |
| All | +7.2% | -3.7% | +10.9% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling