+539.0%
XRT vs CP
+1,092.8%
-553.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +2.3% | +6.1% | -3.8% | -0.5% |
| 30D | +9.8% | +9.8% | 0.0% | +5.1% |
| 3M | -0.2% | +2.7% | -2.9% | -1.6% |
| 6M | +8.4% | +12.8% | -4.4% | +2.0% |
| YTD | +7.5% | +28.2% | -20.6% | -5.4% |
| 1Y | +13.2% | +34.1% | -21.0% | -2.5% |
| 3Y | +52.0% | +28.9% | +23.1% | +32.1% |
| 5Y | -3.2% | +27.1% | -30.2% | -16.1% |
| 10Y | +157.1% | +264.8% | -107.7% | +30.1% |
| All | +539.0% | +1,092.8% | -553.8% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling