+1,907.2%
CVS vs CLX
+2,386.6%
-479.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +4.0% | -9.2% | +13.2% | +6.7% |
| 30D | -2.4% | -11.0% | +8.6% | +0.7% |
| 3M | +2.7% | +5.0% | -2.4% | +0.6% |
| 6M | +21.9% | -18.8% | +40.7% | +27.9% |
| YTD | +24.7% | -4.4% | +29.2% | +24.7% |
| 1Y | +35.4% | -21.9% | +57.3% | +43.0% |
| 3Y | +65.2% | -32.8% | +97.9% | +80.1% |
| 5Y | +30.5% | -34.6% | +65.1% | +40.4% |
| 10Y | +40.4% | -4.7% | +45.1% | +29.4% |
| All | +1,907.2% | +2,386.6% | -479.4% | +591.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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