+513.3%
XRT vs CMS
+903.0%
-389.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -4.2% | -3.6% | -0.6% | -2.6% |
| 3M | +5.1% | -1.9% | +7.0% | +5.7% |
| 6M | +2.4% | -11.0% | +13.4% | +7.5% |
| YTD | +3.2% | +0.2% | +3.0% | +2.5% |
| 1Y | +1.5% | -1.3% | +2.8% | +1.3% |
| 3Y | +40.6% | +35.9% | +4.6% | +18.8% |
| 5Y | -1.0% | +23.1% | -24.1% | -14.1% |
| 10Y | +128.4% | +117.9% | +10.5% | +35.9% |
| All | +513.3% | +903.0% | -389.7% | +36.6% |
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