+5.6%
CVS vs XYZ
+19.9%
-14.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +15.3% | -27.8% | -11.5% |
| 7D | -11.1% | +16.5% | -27.6% | -10.0% |
| 30D | -7.4% | +15.0% | -22.4% | -6.3% |
| 3M | -22.9% | +3.5% | -26.4% | -21.8% |
| 6M | -1.2% | +21.9% | -23.1% | 0.0% |
| YTD | +3.9% | +34.6% | -30.8% | +4.2% |
| 1Y | +5.6% | +20.7% | -15.2% | +5.7% |
| All | +5.6% | +19.9% | -14.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling