+31.5%
CVS vs XLC
+37.3%
-5.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +0.4% | +0.2% | +0.1% | +0.3% |
| 3M | -0.4% | +0.6% | -1.1% | -0.7% |
| 6M | +25.1% | -4.5% | +29.7% | +26.4% |
| YTD | +23.9% | -4.7% | +28.6% | +25.2% |
| 1Y | +41.1% | -1.7% | +42.7% | +41.4% |
| 3Y | +63.6% | +72.3% | -8.7% | +41.5% |
| 5Y | +31.5% | +37.8% | -6.2% | +15.6% |
| All | +31.5% | +37.3% | -5.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling