+152.6%
XRT vs CP
+261.0%
-108.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.6% |
| 7D | +2.5% | +2.8% | -0.3% | +1.2% |
| 30D | +10.3% | +11.3% | -1.0% | +4.6% |
| 3M | +2.4% | +2.9% | -0.5% | +0.8% |
| 6M | +10.0% | +9.8% | +0.2% | +4.5% |
| YTD | +9.5% | +28.5% | -19.0% | -4.5% |
| 1Y | +17.2% | +33.5% | -16.3% | +0.1% |
| 3Y | +62.0% | +31.9% | +30.0% | +37.5% |
| 5Y | -2.1% | +25.5% | -27.6% | -15.9% |
| 10Y | +152.6% | +257.6% | -105.0% | +32.4% |
| All | +152.6% | +261.0% | -108.4% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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