+1,767.1%
CVS vs CLX
+2,867.3%
-1,100.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +6.6% | +9.5% | -2.9% | +3.9% |
| 30D | -0.4% | +30.7% | -31.1% | -7.8% |
| 3M | -5.3% | +4.2% | -9.5% | -6.8% |
| 6M | -7.7% | +22.1% | -29.8% | -13.6% |
| YTD | +16.0% | +14.1% | +2.0% | +10.1% |
| 1Y | +16.2% | +10.3% | +5.9% | +11.2% |
| 3Y | +47.6% | -7.8% | +55.4% | +47.1% |
| 5Y | +12.3% | -20.8% | +33.2% | +14.2% |
| 10Y | +62.4% | +31.9% | +30.5% | +35.9% |
| All | +1,767.1% | +2,867.3% | -1,100.1% | +510.1% |
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