+539.0%
XRT vs CMS
+935.5%
-396.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | +9.8% | +8.6% | +1.2% | +5.8% |
| 3M | -0.2% | -0.5% | +0.3% | 0.0% |
| 6M | +8.4% | -4.2% | +12.5% | +10.1% |
| YTD | +7.5% | +3.4% | +4.1% | +5.2% |
| 1Y | +13.2% | +0.4% | +12.7% | +12.2% |
| 3Y | +52.0% | +38.2% | +13.8% | +27.7% |
| 5Y | -3.2% | +35.4% | -38.6% | -19.7% |
| 10Y | +157.1% | +131.7% | +25.4% | +48.3% |
| All | +539.0% | +935.5% | -396.5% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling