+513.3%
XRT vs CPB
+12.6%
+500.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.1% |
| 7D | +0.8% | -8.6% | +9.4% | +3.5% |
| 30D | -4.2% | -7.2% | +3.1% | -2.1% |
| 3M | +5.1% | +0.9% | +4.2% | +4.3% |
| 6M | +2.4% | -11.8% | +14.2% | +5.6% |
| YTD | +3.2% | -19.4% | +22.6% | +9.2% |
| 1Y | +1.5% | -30.4% | +31.9% | +12.2% |
| 3Y | +40.6% | -40.2% | +80.7% | +59.7% |
| 5Y | -1.0% | -39.5% | +38.5% | +9.7% |
| 10Y | +128.4% | -47.4% | +175.8% | +156.8% |
| All | +513.3% | +12.6% | +500.8% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling