+513.3%
XRT vs CRL
+682.3%
-169.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.6% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | -4.2% | +10.7% | -14.8% | -7.7% |
| 3M | +5.1% | +55.3% | -50.2% | -11.0% |
| 6M | +2.4% | +60.7% | -58.2% | -15.4% |
| YTD | +3.2% | +44.6% | -41.4% | -12.0% |
| 1Y | +1.5% | +77.7% | -76.2% | -20.4% |
| 3Y | +40.6% | +37.6% | +2.9% | +13.7% |
| 5Y | -1.0% | -35.8% | +34.8% | +3.6% |
| 10Y | +128.4% | +241.7% | -113.3% | +15.1% |
| All | +513.3% | +682.3% | -169.0% | +127.8% |
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