+528.0%
XRT vs CMS
+913.5%
-385.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | +7.9% | +6.3% | +1.6% | +5.0% |
| 3M | -0.2% | -2.1% | +1.9% | +0.7% |
| 6M | +5.6% | -5.1% | +10.7% | +7.8% |
| YTD | +5.7% | +1.3% | +4.4% | +4.4% |
| 1Y | +14.6% | -1.4% | +16.0% | +14.5% |
| 3Y | +50.7% | +36.9% | +13.7% | +27.1% |
| 5Y | -4.8% | +32.5% | -37.4% | -20.3% |
| 10Y | +152.6% | +126.8% | +25.9% | +47.2% |
| All | +528.0% | +913.5% | -385.5% | +39.3% |
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