+1,006.7%
CNC vs XRT
+514.3%
+492.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +3.5% | +0.8% | +2.7% | +3.1% |
| 30D | +0.1% | -4.2% | +4.3% | +2.2% |
| 3M | +6.9% | +5.1% | +1.8% | +4.0% |
| 6M | +49.0% | +2.4% | +46.6% | +46.1% |
| YTD | +62.9% | +3.2% | +59.7% | +58.8% |
| 1Y | +134.0% | +1.5% | +132.5% | +129.6% |
| 3Y | +9.4% | +40.6% | -31.1% | -12.2% |
| 5Y | +4.1% | -1.0% | +5.1% | -3.7% |
| 10Y | +95.4% | +128.4% | -33.0% | -1.9% |
| All | +1,006.7% | +514.3% | +492.4% | +179.6% |
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 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