+172.2%
CVX vs CVS
+31.0%
+141.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | -1.9% | +2.9% | +1.2% |
| 30D | +10.7% | -0.3% | +11.0% | +10.7% |
| 3M | +15.5% | -1.1% | +16.6% | +15.6% |
| 6M | +14.9% | +23.7% | -8.8% | +11.0% |
| YTD | +44.2% | +23.0% | +21.2% | +38.9% |
| 1Y | +43.5% | +37.2% | +6.4% | +35.4% |
| 3Y | +45.0% | +62.4% | -17.5% | +29.0% |
| 5Y | +172.2% | +31.8% | +140.3% | +148.4% |
| All | +172.2% | +31.0% | +141.1% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 5y: compounded portfolio wealth divided by compounded CVS 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…
5y analysis · Full analysis span regression · 6 months rolling