+62.7%
CVS vs XRT
+145.8%
-83.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +12.0% | -1.4% | +13.4% | +12.4% |
| 30D | +2.8% | +9.8% | -7.0% | -0.9% |
| 3M | -3.6% | +3.3% | -6.8% | -5.1% |
| 6M | -1.6% | +13.6% | -15.2% | -6.5% |
| YTD | +16.3% | +9.1% | +7.2% | +11.7% |
| 1Y | +15.5% | +15.1% | +0.5% | +8.8% |
| 3Y | +48.1% | +59.9% | -11.8% | +21.8% |
| 5Y | +12.3% | -1.7% | +14.0% | +9.0% |
| 10Y | +62.7% | +141.1% | -78.4% | -8.6% |
| All | +62.7% | +145.8% | -83.2% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling