+485.6%
CVS vs XLP
+523.7%
-38.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +4.0% | -1.0% | +5.0% | +5.0% |
| 30D | -2.4% | -0.9% | -1.5% | -1.6% |
| 3M | +2.7% | +3.8% | -1.2% | -1.3% |
| 6M | +21.9% | -1.7% | +23.6% | +23.2% |
| YTD | +24.7% | +10.3% | +14.5% | +12.5% |
| 1Y | +35.4% | +7.8% | +27.7% | +24.7% |
| 3Y | +65.2% | +27.2% | +38.0% | +27.7% |
| 5Y | +30.5% | +32.5% | -2.0% | -3.6% |
| 10Y | +40.4% | +101.8% | -61.4% | -31.7% |
| All | +485.6% | +523.7% | -38.1% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling