+12.9%
CVS vs XLB
+28.9%
-16.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +3.3% | +5.3% | -2.0% | +0.7% |
| 3M | -4.5% | 0.0% | -4.5% | -4.9% |
| 6M | -4.4% | +1.2% | -5.6% | -5.5% |
| YTD | +16.6% | +16.9% | -0.3% | +7.4% |
| 1Y | +15.3% | +20.9% | -5.6% | +4.5% |
| 3Y | +48.6% | +43.3% | +5.2% | +24.0% |
| 5Y | +12.9% | +28.3% | -15.4% | -0.6% |
| All | +12.9% | +28.9% | -16.0% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling