-0.7%
XRT vs CPB
-38.5%
+37.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.4% |
| 7D | -0.3% | -8.2% | +8.0% | +1.1% |
| 30D | -5.6% | -5.6% | 0.0% | -4.9% |
| 3M | +2.5% | +3.0% | -0.4% | +1.9% |
| 6M | +3.7% | -12.7% | +16.4% | +5.4% |
| YTD | +1.0% | -18.0% | +18.9% | +3.5% |
| 1Y | -1.2% | -31.7% | +30.5% | +4.2% |
| 3Y | +43.4% | -41.0% | +84.3% | +52.5% |
| 5Y | -0.7% | -38.4% | +37.7% | +5.3% |
| All | -0.7% | -38.5% | +37.8% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling