+528.0%
XRT vs CPB
+21.8%
+506.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +0.9% | +8.0% | -7.1% | -1.5% |
| 30D | +7.9% | +22.4% | -14.4% | +1.3% |
| 3M | -0.2% | +2.5% | -2.7% | -1.4% |
| 6M | +5.6% | +12.2% | -6.6% | +1.0% |
| YTD | +5.7% | -12.8% | +18.5% | +8.8% |
| 1Y | +14.6% | -19.2% | +33.8% | +20.7% |
| 3Y | +50.7% | -35.6% | +86.2% | +67.1% |
| 5Y | -4.8% | -31.4% | +26.6% | +0.9% |
| 10Y | +152.6% | -37.9% | +190.6% | +164.1% |
| All | +528.0% | +21.8% | +506.2% | +312.4% |
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