+12.3%
CVS vs XLC
+42.7%
-30.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +12.0% | +3.5% | +8.5% | +11.1% |
| 30D | +2.8% | -2.6% | +5.3% | +3.4% |
| 3M | -3.6% | -2.1% | -1.5% | -3.1% |
| 6M | -1.6% | -5.5% | +3.9% | -0.4% |
| YTD | +16.3% | -6.9% | +23.2% | +18.1% |
| 1Y | +15.5% | -3.7% | +19.3% | +16.4% |
| 3Y | +48.1% | +64.2% | -16.1% | +29.6% |
| 5Y | +12.3% | +43.0% | -30.7% | -1.1% |
| All | +12.3% | +42.7% | -30.4% | -1.1% |
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