-4.3%
XRT vs CAPR
+192.6%
-196.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -1.7% |
| 7D | -0.4% | +19.1% | -19.5% | -0.7% |
| 30D | +7.5% | +48.8% | -41.3% | +6.9% |
| 3M | +2.3% | +144.4% | -142.0% | +0.8% |
| 6M | +12.8% | -67.5% | +80.3% | +13.3% |
| YTD | +7.1% | -64.5% | +71.6% | +7.2% |
| 1Y | +12.3% | +74.4% | -62.2% | +6.0% |
| 3Y | +57.0% | +265.7% | -208.7% | +28.4% |
| 5Y | -4.3% | +196.0% | -200.3% | -26.8% |
| All | -4.3% | +192.6% | -196.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling