+404.1%
CVS vs XRT
+514.3%
-110.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +4.0% | +0.8% | +3.1% | +3.6% |
| 30D | -2.4% | -4.2% | +1.8% | -0.6% |
| 3M | +2.7% | +5.1% | -2.4% | +0.2% |
| 6M | +21.9% | +2.4% | +19.5% | +19.9% |
| YTD | +24.7% | +3.2% | +21.6% | +22.2% |
| 1Y | +35.4% | +1.5% | +33.9% | +33.3% |
| 3Y | +65.2% | +40.6% | +24.6% | +37.6% |
| 5Y | +30.5% | -1.0% | +31.5% | +22.9% |
| 10Y | +40.4% | +128.4% | -88.1% | -20.3% |
| All | +404.1% | +514.3% | -110.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling