+1,652.2%
CVS vs SLB
+825.9%
+826.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -7.1% | -7.1% | 0.0% | -5.8% |
| 30D | -4.0% | +4.1% | -8.1% | -4.8% |
| 3M | -12.2% | -2.6% | -9.6% | -12.1% |
| 6M | -2.2% | -8.6% | +6.4% | -1.3% |
| YTD | +8.9% | +32.2% | -23.3% | +1.7% |
| 1Y | +9.9% | +40.7% | -30.8% | +1.2% |
| 3Y | +32.1% | -4.5% | +36.6% | +29.1% |
| 5Y | +5.7% | +66.4% | -60.7% | -10.2% |
| 10Y | +39.0% | -15.1% | +54.1% | +24.7% |
| All | +1,652.2% | +825.9% | +826.3% | +796.7% |
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