+286.2%
CVS vs COPX
+198.0%
+88.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.5% |
| 7D | -1.6% | +5.8% | -7.3% | -2.6% |
| 30D | +0.4% | +7.2% | -6.8% | -1.1% |
| 3M | -0.4% | +16.5% | -16.9% | -4.0% |
| 6M | +25.1% | +18.4% | +6.7% | +19.2% |
| YTD | +23.9% | +31.9% | -8.0% | +14.6% |
| 1Y | +41.1% | +88.5% | -47.4% | +20.5% |
| 3Y | +63.6% | +173.1% | -109.5% | +25.4% |
| 5Y | +31.5% | +193.1% | -161.6% | -3.6% |
| 10Y | +40.5% | +591.7% | -551.2% | -22.2% |
| All | +286.2% | +198.0% | +88.2% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling