-4.3%
XRT vs CMS
+34.5%
-38.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | -0.4% | -1.3% | +0.8% | -0.1% |
| 30D | +7.5% | +5.3% | +2.3% | +6.1% |
| 3M | +2.3% | -0.3% | +2.7% | +2.4% |
| 6M | +12.8% | -4.0% | +16.9% | +13.9% |
| YTD | +7.1% | +2.1% | +4.9% | +6.1% |
| 1Y | +12.3% | -4.7% | +17.0% | +13.4% |
| 3Y | +57.0% | +36.8% | +20.2% | +40.1% |
| 5Y | -4.3% | +34.9% | -39.2% | -15.0% |
| All | -4.3% | +34.5% | -38.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling