+794.4%
CVS vs XPO
+10,152.6%
-9,358.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -1.8% |
| 30D | +0.4% | -6.2% | +6.6% | +0.8% |
| 3M | -0.4% | -15.4% | +15.0% | +0.6% |
| 6M | +25.1% | +0.7% | +24.4% | +24.8% |
| YTD | +23.9% | +39.8% | -16.0% | +20.7% |
| 1Y | +41.1% | +43.3% | -2.2% | +36.9% |
| 3Y | +63.6% | +166.0% | -102.4% | +50.4% |
| 5Y | +31.5% | +274.2% | -242.6% | +16.3% |
| 10Y | +40.5% | +1,429.0% | -1,388.6% | +13.7% |
| All | +794.4% | +10,152.6% | -9,358.2% | +570.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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