+1,076.6%
CNC vs XRT
+539.9%
+536.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.2% |
| 30D | +1.6% | +7.5% | -5.9% | -1.9% |
| 3M | +7.9% | +2.2% | +5.7% | +6.8% |
| 6M | +21.2% | +14.7% | +6.5% | +12.9% |
| YTD | +73.2% | +7.5% | +65.7% | +65.6% |
| 1Y | +97.5% | +14.1% | +83.4% | +83.2% |
| 3Y | -1.2% | +58.8% | -60.0% | -25.2% |
| 5Y | -6.1% | -3.9% | -2.1% | -11.0% |
| 10Y | +181.3% | +137.7% | +43.6% | +39.1% |
| All | +1,076.6% | +539.9% | +536.6% | +191.6% |
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