+124.8%
XRT vs CG
+324.5%
-199.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | 0.0% |
| 7D | -2.4% | -6.4% | +4.0% | +0.3% |
| 30D | -6.9% | -7.1% | +0.1% | -4.3% |
| 3M | -0.4% | -1.6% | +1.2% | -0.5% |
| 6M | +2.2% | -8.3% | +10.6% | +4.7% |
| YTD | -0.7% | -23.8% | +23.1% | +9.1% |
| 1Y | -2.0% | -28.7% | +26.7% | +10.2% |
| 3Y | +41.0% | +49.2% | -8.1% | +10.3% |
| 5Y | -3.3% | +5.5% | -8.8% | -15.8% |
| 10Y | +124.8% | +331.2% | -206.4% | +18.4% |
| All | +124.8% | +324.5% | -199.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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