+247.9%
SOXX vs CVS
+32.8%
+215.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.4% | -2.2% | +3.5% | +1.7% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -10.2% | -5.2% | -4.9% | -9.7% |
| 6M | +54.2% | +26.9% | +27.4% | +48.2% |
| YTD | +75.2% | +22.1% | +53.1% | +68.6% |
| 1Y | +107.5% | +30.8% | +76.7% | +97.3% |
| 3Y | +226.8% | +54.4% | +172.4% | +197.4% |
| All | +247.9% | +32.8% | +215.1% | +243.7% |
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