-5.1%
CNC vs XRT
-4.8%
-0.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +1.6% | +7.5% | -5.9% | 0.0% |
| 3M | +7.9% | +2.2% | +5.7% | +7.4% |
| 6M | +21.2% | +14.7% | +6.5% | +17.6% |
| YTD | +73.2% | +7.5% | +65.7% | +70.0% |
| 1Y | +97.5% | +14.1% | +83.4% | +91.2% |
| 3Y | -1.2% | +58.8% | -60.0% | -11.9% |
| All | -5.1% | -4.8% | -0.3% | +0.8% |
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