+528.0%
XRT vs CRL
+815.2%
-287.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.6% | -4.4% |
| 7D | +0.9% | -6.1% | +7.0% | +2.5% |
| 30D | +7.9% | +12.4% | -4.4% | +2.5% |
| 3M | -0.2% | +27.1% | -27.3% | -9.6% |
| 6M | +5.6% | +85.7% | -80.2% | -17.5% |
| YTD | +5.7% | +69.2% | -63.5% | -15.8% |
| 1Y | +14.6% | +97.5% | -82.9% | -13.9% |
| 3Y | +50.7% | +86.1% | -35.4% | +7.9% |
| 5Y | -4.8% | -10.0% | +5.2% | -12.7% |
| 10Y | +152.6% | +395.0% | -242.3% | +9.7% |
| All | +528.0% | +815.2% | -287.2% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling