+40.0%
CVS vs PSX
+386.4%
-346.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | -0.1% | +15.6% | -15.7% | -3.1% |
| 3M | -5.2% | +46.5% | -51.7% | -12.8% |
| 6M | +26.9% | +55.0% | -28.1% | +14.8% |
| YTD | +22.1% | +105.3% | -83.2% | +3.5% |
| 1Y | +30.8% | +101.6% | -70.8% | +11.1% |
| 3Y | +54.4% | +134.1% | -79.8% | +24.1% |
| 5Y | +33.4% | +368.7% | -335.3% | -12.9% |
| All | +40.0% | +386.4% | -346.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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