-1.2%
XRT vs CRL
+72.1%
-73.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -5.6% | +5.0% | -10.6% | -6.5% |
| 3M | +2.5% | +50.6% | -48.0% | -6.1% |
| 6M | +3.7% | +60.9% | -57.3% | -7.0% |
| YTD | +1.0% | +40.7% | -39.8% | -6.7% |
| 1Y | -1.2% | +73.3% | -74.5% | -13.1% |
| All | -1.2% | +72.1% | -73.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling