+113.9%
SOXX vs CVS
+35.9%
+78.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +2.2% | +4.0% | -1.7% | +2.1% |
| 30D | -2.0% | -2.4% | +0.4% | -1.9% |
| 3M | -13.7% | +2.7% | -16.4% | -13.9% |
| 6M | +52.4% | +21.9% | +30.5% | +48.6% |
| YTD | +72.8% | +24.7% | +48.1% | +67.2% |
| 1Y | +113.9% | +35.4% | +78.5% | +108.6% |
| All | +113.9% | +35.9% | +78.0% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling