+40.0%
CVS vs XME
+421.4%
-381.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.2% | -4.2% | +2.1% | -1.1% |
| 30D | -0.1% | -2.7% | +2.6% | +0.4% |
| 3M | -5.2% | -3.9% | -1.3% | -4.8% |
| 6M | +26.9% | -1.0% | +27.9% | +25.5% |
| YTD | +22.1% | +9.8% | +12.3% | +16.6% |
| 1Y | +30.8% | +32.5% | -1.8% | +17.8% |
| 3Y | +54.4% | +124.3% | -70.0% | +17.6% |
| 5Y | +33.4% | +165.8% | -132.4% | -6.4% |
| All | +40.0% | +421.4% | -381.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling