+50.7%
XRT vs CPB
-36.0%
+86.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +0.9% | +8.0% | -7.1% | -0.5% |
| 30D | +7.9% | +22.4% | -14.4% | +4.3% |
| 3M | -0.2% | +2.5% | -2.7% | -1.0% |
| 6M | +5.6% | +12.2% | -6.6% | +3.1% |
| YTD | +5.7% | -12.8% | +18.5% | +6.8% |
| 1Y | +14.6% | -19.2% | +33.8% | +17.2% |
| 3Y | +50.7% | -35.6% | +86.2% | +58.0% |
| All | +50.7% | -36.0% | +86.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling