+1,907.2%
CVS vs SLB
+966.6%
+940.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +4.0% | +0.8% | +3.1% | +3.7% |
| 30D | -2.4% | +15.8% | -18.2% | -5.3% |
| 3M | +2.7% | -0.3% | +3.0% | +2.2% |
| 6M | +21.9% | +21.3% | +0.5% | +16.4% |
| YTD | +24.7% | +52.3% | -27.6% | +13.7% |
| 1Y | +35.4% | +63.6% | -28.2% | +21.4% |
| 3Y | +65.2% | +3.8% | +61.4% | +59.2% |
| 5Y | +30.5% | +128.6% | -98.1% | +4.2% |
| 10Y | +40.4% | -3.1% | +43.4% | +23.0% |
| All | +1,907.2% | +966.6% | +940.5% | +902.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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