+78.1%
CVS vs XLC
+143.7%
-65.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +4.0% | -0.8% | +4.8% | +4.3% |
| 30D | -2.4% | +1.0% | -3.4% | -2.9% |
| 3M | +2.7% | -0.7% | +3.4% | +2.7% |
| 6M | +21.9% | -5.1% | +27.0% | +24.2% |
| YTD | +24.7% | -4.3% | +29.0% | +26.6% |
| 1Y | +35.4% | -0.6% | +36.0% | +35.3% |
| 3Y | +65.2% | +72.7% | -7.5% | +28.2% |
| 5Y | +30.5% | +38.0% | -7.4% | +13.0% |
| All | +78.1% | +143.7% | -65.7% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling