+201.5%
CVS vs PSX
+1,187.1%
-985.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | +6.6% | +7.8% | -1.2% | +4.8% |
| 30D | -0.4% | -10.9% | +10.5% | +1.9% |
| 3M | -5.3% | +14.5% | -19.7% | -8.2% |
| 6M | -7.7% | +56.1% | -63.8% | -16.5% |
| YTD | +16.0% | +109.6% | -93.5% | -2.2% |
| 1Y | +16.2% | +95.5% | -79.3% | -0.7% |
| 3Y | +47.6% | +156.2% | -108.6% | +16.1% |
| 5Y | +12.3% | +310.0% | -297.7% | -23.3% |
| 10Y | +62.4% | +368.0% | -305.7% | +0.6% |
| All | +201.5% | +1,187.1% | -985.6% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling