+33.1%
CVS vs XLU
+43.2%
-10.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -2.0% | -1.2% | -0.8% | -1.5% |
| 30D | +1.9% | -2.5% | +4.5% | +3.0% |
| 3M | -2.2% | -2.7% | +0.6% | -1.1% |
| 6M | +26.7% | -7.5% | +34.2% | +30.4% |
| YTD | +22.9% | +0.9% | +21.9% | +21.7% |
| 1Y | +32.9% | +3.3% | +29.6% | +30.3% |
| 3Y | +62.3% | +47.3% | +15.0% | +33.5% |
| All | +33.1% | +43.2% | -10.1% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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