+75.4%
CVS vs XLC
+142.6%
-67.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.0% | -1.7% | -0.3% | -1.3% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | -2.2% | +0.7% | -2.9% | -2.7% |
| 6M | +26.7% | -4.5% | +31.2% | +28.8% |
| YTD | +22.9% | -4.7% | +27.6% | +25.0% |
| 1Y | +32.9% | -1.5% | +34.4% | +33.2% |
| 3Y | +62.3% | +72.2% | -10.0% | +26.1% |
| 5Y | +34.2% | +39.3% | -5.1% | +15.4% |
| All | +75.4% | +142.6% | -67.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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