+63.6%
CVS vs XLB
+34.9%
+28.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | +0.4% | -1.7% | +2.1% | +1.0% |
| 3M | -0.4% | +4.4% | -4.8% | -2.5% |
| 6M | +25.1% | +5.0% | +20.1% | +22.0% |
| YTD | +23.9% | +15.5% | +8.4% | +15.3% |
| 1Y | +41.1% | +14.9% | +26.2% | +31.4% |
| 3Y | +63.6% | +34.5% | +29.1% | +44.0% |
| All | +63.6% | +34.9% | +28.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling