+37.2%
CVS vs XRT
-2.7%
+39.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -0.3% | -6.9% | +6.6% | +1.1% |
| 3M | -1.1% | -0.4% | -0.7% | -0.8% |
| 6M | +23.7% | +2.2% | +21.5% | +23.1% |
| YTD | +23.0% | -0.7% | +23.7% | +23.1% |
| 1Y | +37.2% | -2.0% | +39.2% | +37.7% |
| All | +37.2% | -2.7% | +39.8% | +37.7% |
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