+123.7%
XRT vs CRL
+241.6%
-117.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -5.6% | +5.0% | -10.6% | -7.3% |
| 3M | +2.5% | +50.6% | -48.0% | -11.3% |
| 6M | +3.7% | +60.9% | -57.3% | -13.3% |
| YTD | +1.0% | +40.7% | -39.8% | -12.1% |
| 1Y | -1.2% | +73.3% | -74.5% | -20.6% |
| 3Y | +43.4% | +40.6% | +2.8% | +17.0% |
| 5Y | -0.7% | -37.0% | +36.2% | +6.1% |
| 10Y | +123.7% | +244.3% | -120.6% | +15.7% |
| All | +123.7% | +241.6% | -117.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling