+148.1%
XRT vs CF
+561.7%
-413.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +0.9% | -3.2% | +4.1% | +1.4% |
| 30D | +7.9% | +4.3% | +3.6% | +6.7% |
| 3M | -0.2% | +2.8% | -3.0% | -1.5% |
| 6M | +5.6% | +0.6% | +5.0% | +3.9% |
| YTD | +5.7% | +56.6% | -51.0% | -9.2% |
| 1Y | +14.6% | +49.6% | -35.0% | -0.4% |
| 3Y | +50.7% | +61.5% | -10.8% | +24.9% |
| 5Y | -4.8% | +124.0% | -128.8% | -32.8% |
| All | +148.1% | +561.7% | -413.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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