+383.3%
CVS vs XHB
+172.3%
+211.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | -0.4% | +9.9% | -10.4% | -4.2% |
| 3M | -5.3% | -6.3% | +1.0% | -3.9% |
| 6M | -7.7% | +3.8% | -11.6% | -10.1% |
| YTD | +16.0% | +0.1% | +15.9% | +13.7% |
| 1Y | +16.2% | -0.8% | +17.0% | +14.1% |
| 3Y | +47.6% | +35.6% | +12.0% | +26.5% |
| 5Y | +12.3% | +29.6% | -17.2% | -4.5% |
| 10Y | +62.4% | +237.5% | -175.1% | -6.2% |
| All | +383.3% | +172.3% | +211.0% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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