-3.2%
XRT vs CF
+125.5%
-128.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -3.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +9.8% | +2.2% | +7.6% | +9.5% |
| 3M | -0.2% | +2.1% | -2.3% | -0.7% |
| 6M | +8.4% | -6.5% | +14.9% | +8.6% |
| YTD | +7.5% | +55.6% | -48.0% | -2.1% |
| 1Y | +13.2% | +42.3% | -29.1% | +4.6% |
| 3Y | +52.0% | +55.7% | -3.7% | +35.5% |
| 5Y | -3.2% | +122.4% | -125.6% | -27.7% |
| All | -3.2% | +125.5% | -128.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling