+551.0%
XRT vs CPB
+21.9%
+529.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +4.0% |
| 7D | +2.5% | +3.3% | -0.8% | +1.5% |
| 30D | +10.3% | +19.0% | -8.7% | +4.4% |
| 3M | +2.4% | +0.4% | +1.9% | +1.8% |
| 6M | +10.0% | +13.0% | -3.0% | +5.0% |
| YTD | +9.5% | -12.7% | +22.3% | +12.7% |
| 1Y | +17.2% | -20.9% | +38.0% | +24.3% |
| 3Y | +62.0% | -35.4% | +97.4% | +79.5% |
| 5Y | -2.1% | -32.3% | +30.2% | +4.3% |
| 10Y | +152.6% | -40.5% | +193.1% | +170.4% |
| All | +551.0% | +21.9% | +529.1% | +327.3% |
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 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