+132.2%
XRT vs CRL
+354.1%
-221.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -0.4% | +8.9% | -9.3% | -3.2% |
| 30D | +7.5% | +14.0% | -6.5% | +2.1% |
| 3M | +2.3% | +19.8% | -17.5% | -4.7% |
| 6M | +12.8% | +102.0% | -89.2% | -12.7% |
| YTD | +7.1% | +70.8% | -63.8% | -13.5% |
| 1Y | +12.3% | +98.7% | -86.5% | -14.1% |
| 3Y | +57.0% | +98.2% | -41.2% | +12.4% |
| 5Y | -4.3% | -11.7% | +7.4% | -9.5% |
| All | +132.2% | +354.1% | -221.8% | +9.3% |
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