+41.0%
CVS vs XYZ
+609.1%
-568.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.0% | -5.2% | +3.2% | -1.5% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | -2.2% | +18.7% | -20.9% | -3.9% |
| 6M | +26.7% | +20.5% | +6.2% | +24.0% |
| YTD | +22.9% | +21.5% | +1.4% | +19.8% |
| 1Y | +32.9% | +7.2% | +25.7% | +30.8% |
| 3Y | +62.3% | +49.0% | +13.3% | +51.0% |
| 5Y | +34.2% | -68.1% | +102.3% | +38.7% |
| All | +41.0% | +609.1% | -568.2% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling