+267.1%
XRT vs CG
+306.4%
-39.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +1.2% |
| 7D | +2.5% | +3.0% | -0.6% | +1.3% |
| 30D | +10.3% | +10.1% | +0.2% | +6.4% |
| 3M | +2.4% | -10.8% | +13.2% | +6.4% |
| 6M | +10.0% | -15.2% | +25.2% | +15.8% |
| YTD | +9.5% | -26.9% | +36.5% | +20.8% |
| 1Y | +17.2% | -17.0% | +34.2% | +23.1% |
| 3Y | +62.0% | +54.6% | +7.3% | +29.9% |
| 5Y | -2.1% | -16.7% | +14.6% | -5.5% |
| 10Y | +152.6% | +320.1% | -167.6% | +46.4% |
| All | +267.1% | +306.4% | -39.4% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling