+148.1%
XRT vs CP
+253.8%
-105.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | +0.9% | +2.8% | -1.9% | -0.4% |
| 30D | +7.9% | +10.2% | -2.3% | +2.8% |
| 3M | -0.2% | +2.4% | -2.5% | -1.5% |
| 6M | +5.6% | +7.7% | -2.1% | +1.3% |
| YTD | +5.7% | +26.0% | -20.3% | -7.0% |
| 1Y | +14.6% | +34.6% | -20.1% | -2.6% |
| 3Y | +50.7% | +26.7% | +24.0% | +30.6% |
| 5Y | -4.8% | +24.9% | -29.7% | -18.0% |
| All | +148.1% | +253.8% | -105.7% | +32.1% |
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