-10.0%
CRM vs XRT
+18.0%
-28.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +0.1% |
| 7D | -6.2% | +8.0% | -14.2% | -9.0% |
| 30D | -1.2% | +13.0% | -14.2% | -5.7% |
| 3M | +19.1% | +1.7% | +17.4% | +18.3% |
| 6M | +23.0% | +12.6% | +10.4% | +17.7% |
| YTD | -13.7% | +10.7% | -24.3% | -16.4% |
| 1Y | -10.0% | +18.4% | -28.4% | -17.6% |
| All | -10.0% | +18.0% | -28.0% | -17.6% |
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