+12.3%
XRT vs CAI
-5.1%
+17.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.7% |
| 7D | -0.4% | -8.0% | +7.5% | +0.1% |
| 30D | +7.5% | -18.9% | +26.4% | +8.9% |
| 3M | +2.3% | +7.6% | -5.3% | +1.1% |
| 6M | +12.8% | +43.0% | -30.1% | +8.2% |
| YTD | +7.1% | -11.2% | +18.2% | +5.5% |
| 1Y | +12.3% | -3.3% | +15.5% | +10.3% |
| All | +12.3% | -5.1% | +17.4% | +10.3% |
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