+41.9%
CVS vs XLB
+158.8%
-116.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.1% |
| 7D | -1.9% | -2.9% | +1.0% | -0.3% |
| 30D | -0.3% | -3.4% | +3.1% | +1.5% |
| 3M | -1.1% | +1.6% | -2.7% | -2.3% |
| 6M | +23.7% | +3.6% | +20.1% | +20.6% |
| YTD | +23.0% | +14.2% | +8.7% | +13.1% |
| 1Y | +37.2% | +15.6% | +21.6% | +25.1% |
| 3Y | +62.4% | +33.1% | +29.3% | +35.2% |
| 5Y | +31.8% | +35.0% | -3.2% | +6.9% |
| 10Y | +41.9% | +164.5% | -122.6% | -24.0% |
| All | +41.9% | +158.8% | -116.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling