+12.3%
XRT vs CAI
-9.9%
+22.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.3% |
| 7D | -3.2% | -2.9% | -0.3% | -3.0% |
| 30D | -4.5% | +9.3% | -13.8% | -5.2% |
| 3M | -3.1% | +35.2% | -38.3% | -5.4% |
| 6M | +4.2% | +30.7% | -26.5% | +1.3% |
| YTD | -0.1% | -9.8% | +9.7% | -1.2% |
| 1Y | -3.0% | -28.9% | +25.8% | -3.4% |
| All | +12.3% | -9.9% | +22.2% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling