+3,495.9%
CRM vs XRT
+491.2%
+3,004.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | -5.0% | -2.4% | -2.6% | -3.2% |
| 30D | +23.6% | -6.9% | +30.6% | +30.1% |
| 3M | +39.6% | -0.4% | +40.0% | +39.7% |
| 6M | +23.4% | +2.2% | +21.2% | +20.2% |
| YTD | -7.4% | -0.7% | -6.7% | -8.0% |
| 1Y | -2.3% | -2.0% | -0.3% | -2.4% |
| 3Y | +10.5% | +41.0% | -30.5% | -18.5% |
| 5Y | -4.7% | -3.3% | -1.4% | -8.0% |
| 10Y | +234.7% | +124.8% | +109.9% | +40.0% |
| All | +3,495.9% | +491.2% | +3,004.6% | +427.1% |
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