+238.9%
CRM vs XRT
+128.2%
+110.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.2% |
| 7D | -4.4% | -3.2% | -1.2% | -2.6% |
| 30D | +28.1% | -4.5% | +32.6% | +31.3% |
| 3M | +48.8% | -3.1% | +51.9% | +51.4% |
| 6M | +28.3% | +4.2% | +24.0% | +24.4% |
| YTD | -6.0% | -0.1% | -5.9% | -6.7% |
| 1Y | +1.4% | -3.0% | +4.5% | +2.3% |
| 3Y | +11.8% | +41.8% | -29.9% | -11.0% |
| 5Y | -2.0% | -1.3% | -0.7% | -6.0% |
| All | +238.9% | +128.2% | +110.7% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling