+55.6%
CVS vs XYZ
+47.2%
+8.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.9% | -3.7% | +1.8% | -1.7% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | -1.1% | +16.3% | -17.4% | -2.3% |
| 6M | +23.7% | +21.1% | +2.6% | +21.4% |
| YTD | +23.0% | +22.0% | +1.0% | +20.3% |
| 1Y | +37.2% | +5.2% | +32.0% | +35.8% |
| All | +55.6% | +47.2% | +8.4% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling