+400.6%
CVS vs XME
+246.2%
+154.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | +3.6% | -5.2% | -2.4% |
| 30D | +0.4% | +3.6% | -3.3% | -0.7% |
| 3M | -0.4% | +1.2% | -1.6% | -1.3% |
| 6M | +25.1% | +9.0% | +16.1% | +21.0% |
| YTD | +23.9% | +15.9% | +8.0% | +17.3% |
| 1Y | +41.1% | +43.2% | -2.1% | +25.9% |
| 3Y | +63.6% | +137.4% | -73.8% | +26.5% |
| 5Y | +31.5% | +185.0% | -153.5% | -5.3% |
| 10Y | +40.5% | +409.5% | -369.0% | -17.2% |
| All | +400.6% | +246.2% | +154.4% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling