+148.1%
XRT vs CMS
+127.3%
+20.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +7.9% | +7.2% | +0.8% | +5.9% |
| 3M | -0.2% | -1.3% | +1.1% | +0.1% |
| 6M | +5.6% | -4.3% | +9.9% | +6.7% |
| YTD | +5.7% | +2.1% | +3.6% | +4.7% |
| 1Y | +14.6% | -0.6% | +15.2% | +14.4% |
| 3Y | +50.7% | +38.0% | +12.6% | +35.5% |
| 5Y | -4.8% | +33.6% | -38.4% | -14.6% |
| All | +148.1% | +127.3% | +20.8% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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