+306.3%
CVS vs XYL
+466.0%
-159.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.6% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | +0.4% | -9.2% | +9.6% | +3.2% |
| 3M | -0.4% | -0.3% | -0.2% | -0.7% |
| 6M | +25.1% | -11.0% | +36.1% | +28.9% |
| YTD | +23.9% | -19.2% | +43.1% | +31.2% |
| 1Y | +41.1% | -21.2% | +62.3% | +50.4% |
| 3Y | +63.6% | +18.6% | +45.0% | +50.3% |
| 5Y | +31.5% | -14.3% | +45.8% | +31.4% |
| 10Y | +40.5% | +141.0% | -100.5% | +0.7% |
| All | +306.3% | +466.0% | -159.6% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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