+1,893.3%
CVS vs XEL
+1,965.5%
-72.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +0.4% | -1.5% | +1.9% | +0.8% |
| 3M | -0.4% | -0.2% | -0.2% | -0.4% |
| 6M | +25.1% | -5.4% | +30.6% | +26.7% |
| YTD | +23.9% | +5.6% | +18.2% | +21.6% |
| 1Y | +41.1% | +10.5% | +30.6% | +36.6% |
| 3Y | +63.6% | +49.2% | +14.4% | +44.9% |
| 5Y | +31.5% | +30.1% | +1.4% | +20.4% |
| 10Y | +40.5% | +146.7% | -106.2% | +8.7% |
| All | +1,893.3% | +1,965.5% | -72.2% | +720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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