+283.1%
CVS vs LYB
+631.6%
-348.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +1.9% | +1.5% | +0.4% | +1.4% |
| 3M | -2.2% | -0.3% | -1.9% | -2.5% |
| 6M | +26.7% | +0.1% | +26.7% | +24.7% |
| YTD | +22.9% | +53.4% | -30.6% | +7.6% |
| 1Y | +32.9% | +25.6% | +7.3% | +22.0% |
| 3Y | +62.3% | -21.3% | +83.6% | +65.3% |
| 5Y | +34.2% | -2.4% | +36.7% | +27.2% |
| 10Y | +41.8% | +48.8% | -7.0% | +12.2% |
| All | +283.1% | +631.6% | -348.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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