+18.4%
XRT vs CAI
+12.6%
+5.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.5% |
| 7D | +8.0% | -6.3% | +14.3% | +8.5% |
| 30D | +13.0% | +9.3% | +3.7% | +12.2% |
| 3M | +1.7% | +106.3% | -104.6% | -4.8% |
| 6M | +12.6% | +77.7% | -65.2% | +6.2% |
| YTD | +10.7% | +23.1% | -12.5% | +7.6% |
| 1Y | +18.4% | +6.5% | +11.9% | +17.4% |
| All | +18.4% | +12.6% | +5.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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