+5.6%
CVS vs VSXY
+210.1%
-204.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +8.4% | -20.9% | -12.4% |
| 7D | -11.1% | +14.2% | -25.3% | -11.0% |
| 30D | -7.4% | +21.9% | -29.3% | -7.4% |
| 3M | -22.9% | +22.1% | -45.0% | -22.8% |
| 6M | -1.2% | +116.7% | -117.9% | -2.0% |
| YTD | +3.9% | +101.1% | -97.3% | +3.4% |
| 1Y | +5.6% | +208.0% | -202.5% | +2.2% |
| All | +5.6% | +210.1% | -204.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling