+34.2%
CVS vs PSX
+357.6%
-323.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | +1.9% | +15.8% | -13.9% | 0.0% |
| 3M | -2.2% | +43.0% | -45.2% | -6.7% |
| 6M | +26.7% | +61.1% | -34.4% | +18.6% |
| YTD | +22.9% | +104.5% | -81.6% | +11.0% |
| 1Y | +32.9% | +102.5% | -69.6% | +20.0% |
| 3Y | +62.3% | +133.5% | -71.2% | +41.6% |
| 5Y | +34.2% | +367.0% | -332.7% | +5.5% |
| All | +34.2% | +357.6% | -323.3% | +5.5% |
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