+1,776.3%
CVS vs TXT
+2,214.4%
-438.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +10.4% | -1.1% | +11.5% | +10.7% |
| 30D | +3.3% | +13.3% | -10.0% | +0.1% |
| 3M | -4.5% | -5.1% | +0.6% | -3.6% |
| 6M | -4.4% | -7.1% | +2.8% | -3.3% |
| YTD | +16.6% | -3.2% | +19.8% | +16.4% |
| 1Y | +15.3% | +2.3% | +13.0% | +13.5% |
| 3Y | +48.6% | +11.1% | +37.5% | +41.7% |
| 5Y | +12.9% | +10.0% | +2.9% | +6.5% |
| 10Y | +63.2% | +91.1% | -27.9% | +28.3% |
| All | +1,776.3% | +2,214.4% | -438.1% | +458.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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