+551.0%
XRT vs CRL
+858.1%
-307.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.1% |
| 7D | +2.5% | +4.4% | -1.9% | +0.5% |
| 30D | +10.3% | +17.1% | -6.7% | +3.4% |
| 3M | +2.4% | +32.1% | -29.7% | -8.5% |
| 6M | +10.0% | +98.9% | -88.9% | -16.0% |
| YTD | +9.5% | +77.1% | -67.6% | -14.1% |
| 1Y | +17.2% | +110.3% | -93.1% | -13.8% |
| 3Y | +62.0% | +108.5% | -46.5% | +11.3% |
| 5Y | -2.1% | -7.9% | +5.8% | -10.8% |
| 10Y | +152.6% | +368.9% | -216.4% | +12.2% |
| All | +551.0% | +858.1% | -307.1% | +122.3% |
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 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