+4,683.6%
CVX vs CVS
+1,935.3%
+2,748.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +3.3% | +4.0% | -0.6% | +2.4% |
| 30D | +12.9% | -2.4% | +15.3% | +13.4% |
| 3M | +11.7% | +2.7% | +9.1% | +10.9% |
| 6M | +14.1% | +21.9% | -7.7% | +8.4% |
| YTD | +40.7% | +24.7% | +15.9% | +32.3% |
| 1Y | +37.5% | +35.4% | +2.1% | +26.5% |
| 3Y | +43.9% | +65.2% | -21.2% | +22.9% |
| 5Y | +161.5% | +30.5% | +130.9% | +134.0% |
| 10Y | +215.1% | +40.4% | +174.7% | +170.4% |
| All | +4,683.6% | +1,935.3% | +2,748.3% | +2,326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling