+5.6%
CVS vs XRT
+18.0%
-12.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.5% | -18.1% | -12.7% |
| 7D | -11.1% | +8.0% | -19.2% | -11.8% |
| 30D | -7.4% | +13.0% | -20.5% | -8.9% |
| 3M | -22.9% | +1.7% | -24.6% | -22.8% |
| 6M | -1.2% | +12.6% | -13.8% | -2.1% |
| YTD | +3.9% | +10.7% | -6.8% | +2.6% |
| 1Y | +5.6% | +18.4% | -12.8% | +2.2% |
| All | +5.6% | +18.0% | -12.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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