+245.8%
XRT vs CG
+351.2%
-105.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +0.8% | -4.3% | +5.1% | +2.4% |
| 30D | -4.2% | -5.1% | +0.9% | -2.5% |
| 3M | +5.1% | +8.7% | -3.6% | +1.2% |
| 6M | +2.4% | -9.2% | +11.6% | +5.0% |
| YTD | +3.2% | -18.9% | +22.1% | +9.7% |
| 1Y | +1.5% | -25.6% | +27.2% | +11.0% |
| 3Y | +40.6% | +57.3% | -16.7% | +12.1% |
| 5Y | -1.0% | +10.2% | -11.1% | -13.1% |
| 10Y | +128.4% | +364.2% | -235.8% | +27.7% |
| All | +245.8% | +351.2% | -105.4% | +85.8% |
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