+254.1%
XRT vs CG
+281.3%
-27.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | +7.9% | +5.0% | +2.9% | +5.9% |
| 3M | -0.2% | -18.2% | +18.0% | +7.1% |
| 6M | +5.6% | -20.7% | +26.3% | +13.9% |
| YTD | +5.7% | -31.4% | +37.1% | +19.3% |
| 1Y | +14.6% | -22.3% | +36.8% | +23.3% |
| 3Y | +50.7% | +50.2% | +0.5% | +22.1% |
| 5Y | -4.8% | -22.1% | +17.2% | -5.8% |
| 10Y | +152.6% | +295.5% | -142.9% | +49.8% |
| All | +254.1% | +281.3% | -27.3% | +102.0% |
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