+513.3%
XRT vs CF
+6,944.4%
-6,431.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | +0.8% | +6.0% | -5.2% | -0.6% |
| 30D | -4.2% | +14.8% | -19.0% | -7.4% |
| 3M | +5.1% | +14.1% | -9.0% | +1.4% |
| 6M | +2.4% | +28.5% | -26.1% | -5.7% |
| YTD | +3.2% | +74.9% | -71.7% | -12.0% |
| 1Y | +1.5% | +61.7% | -60.2% | -12.0% |
| 3Y | +40.6% | +80.3% | -39.8% | +16.2% |
| 5Y | -1.0% | +226.0% | -227.0% | -32.2% |
| 10Y | +128.4% | +569.9% | -441.4% | +24.2% |
| All | +513.3% | +6,944.4% | -6,431.1% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling