+14.4%
CVS vs NXT
+208.8%
-194.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.4% |
| 7D | +10.4% | -6.0% | +16.4% | +10.5% |
| 30D | +3.3% | +5.4% | -2.1% | +3.0% |
| 3M | -4.5% | -9.7% | +5.2% | -4.4% |
| 6M | -4.4% | -25.3% | +21.0% | -3.9% |
| YTD | +16.6% | +7.5% | +9.2% | +15.0% |
| 1Y | +15.3% | -3.0% | +18.3% | +14.1% |
| 3Y | +48.6% | +171.4% | -122.8% | +37.7% |
| All | +14.4% | +208.8% | -194.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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