+50.7%
XRT vs CRL
+86.4%
-35.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.6% | -3.3% |
| 7D | +0.9% | -6.1% | +7.0% | +1.9% |
| 30D | +7.9% | +12.4% | -4.4% | +4.5% |
| 3M | -0.2% | +27.1% | -27.3% | -6.3% |
| 6M | +5.6% | +85.7% | -80.2% | -10.3% |
| YTD | +5.7% | +69.2% | -63.5% | -8.8% |
| 1Y | +14.6% | +97.5% | -82.9% | -5.0% |
| 3Y | +50.7% | +86.1% | -35.4% | +16.1% |
| All | +50.7% | +86.4% | -35.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling