+1,893.3%
CVS vs OXY
+1,377.9%
+515.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +0.4% | +8.5% | -8.1% | -1.1% |
| 3M | -0.4% | +6.0% | -6.4% | -1.7% |
| 6M | +25.1% | +13.0% | +12.2% | +21.5% |
| YTD | +23.9% | +48.9% | -25.0% | +14.0% |
| 1Y | +41.1% | +36.4% | +4.7% | +31.5% |
| 3Y | +63.6% | -2.3% | +65.9% | +60.0% |
| 5Y | +31.5% | +160.6% | -129.1% | +2.8% |
| 10Y | +40.5% | +2.0% | +38.5% | +15.0% |
| All | +1,893.3% | +1,377.9% | +515.3% | +767.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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