+13.0%
CVS vs PSX
+306.7%
-293.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +6.6% | +7.8% | -1.2% | +5.5% |
| 30D | -0.4% | -10.9% | +10.5% | +1.0% |
| 3M | -5.3% | +14.5% | -19.7% | -7.0% |
| 6M | -7.7% | +56.1% | -63.8% | -13.0% |
| YTD | +16.0% | +109.6% | -93.5% | +4.4% |
| 1Y | +16.2% | +95.5% | -79.3% | +5.5% |
| 3Y | +47.6% | +156.2% | -108.6% | +27.0% |
| All | +13.0% | +306.7% | -293.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling