+65.3%
CVS vs XLP
+27.4%
+37.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.0% | -1.0% | +5.0% | +4.5% |
| 30D | -2.4% | -0.9% | -1.5% | -2.0% |
| 3M | +2.7% | +3.8% | -1.2% | +0.6% |
| 6M | +21.9% | -1.7% | +23.6% | +22.9% |
| YTD | +24.7% | +10.3% | +14.5% | +18.0% |
| 1Y | +35.4% | +7.8% | +27.7% | +29.6% |
| All | +65.3% | +27.4% | +37.9% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 3y: compounded portfolio wealth divided by compounded XLP 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…
3y analysis · Full analysis span regression · 6 months rolling