+13.5%
CVS vs XLP
+42.5%
-28.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +10.4% | -0.2% | +10.6% | +10.5% |
| 30D | +3.3% | +8.2% | -4.9% | -2.4% |
| 3M | -4.5% | +7.7% | -12.3% | -9.5% |
| 6M | -4.4% | +9.3% | -13.7% | -10.4% |
| YTD | +16.6% | +19.5% | -2.9% | +2.0% |
| 1Y | +15.3% | +21.0% | -5.7% | 0.0% |
| 3Y | +48.6% | +43.2% | +5.3% | +10.8% |
| All | +13.5% | +42.5% | -28.9% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling