+4,861.3%
CVX vs CVS
+1,802.6%
+3,058.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +1.6% | +10.4% | -8.8% | -0.7% |
| 30D | -0.6% | +3.3% | -3.9% | -1.6% |
| 3M | +11.0% | -4.5% | +15.5% | +11.8% |
| 6M | +18.4% | -4.4% | +22.8% | +19.0% |
| YTD | +45.9% | +16.6% | +29.3% | +38.9% |
| 1Y | +46.7% | +15.3% | +31.4% | +39.8% |
| 3Y | +71.6% | +48.6% | +23.0% | +49.8% |
| 5Y | +131.4% | +12.9% | +118.6% | +113.9% |
| 10Y | +209.3% | +63.2% | +146.1% | +157.7% |
| All | +4,861.3% | +1,802.6% | +3,058.7% | +2,447.3% |
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