+145.1%
XRT vs CP
+255.2%
-110.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +4.1% | +2.8% | +1.3% | +2.7% |
| 30D | +9.9% | +11.0% | -1.1% | +4.4% |
| 3M | +2.3% | +3.8% | -1.6% | +0.2% |
| 6M | +9.6% | +9.5% | +0.1% | +4.3% |
| YTD | +9.1% | +28.2% | -19.1% | -4.8% |
| 1Y | +16.2% | +33.0% | -16.7% | -0.5% |
| 3Y | +60.1% | +35.5% | +24.5% | +34.2% |
| 5Y | -0.5% | +25.8% | -26.3% | -14.6% |
| 10Y | +145.1% | +250.7% | -105.6% | +29.7% |
| All | +145.1% | +255.2% | -110.1% | +29.7% |
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