+43.3%
CVS vs XYZ
+615.2%
-571.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -1.6% | +2.9% | -4.4% | -1.8% |
| 30D | +0.4% | +1.4% | -1.0% | +0.2% |
| 3M | -0.4% | +14.6% | -15.0% | -1.8% |
| 6M | +25.1% | +20.8% | +4.4% | +22.6% |
| YTD | +23.9% | +23.1% | +0.8% | +20.7% |
| 1Y | +41.1% | +5.6% | +35.4% | +39.1% |
| 3Y | +63.6% | +50.9% | +12.7% | +52.7% |
| 5Y | +31.5% | -68.6% | +100.1% | +35.5% |
| 10Y | +40.5% | +580.0% | -539.5% | +4.7% |
| All | +43.3% | +615.2% | -571.9% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling