+40.0%
CVS vs COPX
+583.8%
-543.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.2% | -2.3% | +0.2% | -1.8% |
| 30D | -0.1% | +0.3% | -0.3% | -0.3% |
| 3M | -5.2% | +6.8% | -12.0% | -6.9% |
| 6M | +26.9% | +7.9% | +18.9% | +23.5% |
| YTD | +22.1% | +23.7% | -1.7% | +14.9% |
| 1Y | +30.8% | +71.5% | -40.7% | +14.9% |
| 3Y | +54.4% | +149.1% | -94.7% | +22.1% |
| 5Y | +33.4% | +167.3% | -134.0% | +0.8% |
| All | +40.0% | +583.8% | -543.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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