-2.1%
XRT vs CF
+112.3%
-114.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.5% | -0.9% | +3.3% | +2.5% |
| 30D | +10.3% | +6.9% | +3.4% | +9.5% |
| 3M | +2.4% | +4.8% | -2.5% | +1.6% |
| 6M | +10.0% | +4.7% | +5.3% | +8.7% |
| YTD | +9.5% | +56.5% | -46.9% | -0.3% |
| 1Y | +17.2% | +48.4% | -31.3% | +7.5% |
| 3Y | +62.0% | +59.1% | +2.8% | +43.9% |
| 5Y | -2.1% | +109.5% | -111.6% | -25.0% |
| All | -2.1% | +112.3% | -114.4% | -25.0% |
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