+54.2%
SOXX vs CVS
+26.4%
+27.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | +1.4% | -2.2% | +3.5% | +1.4% |
| 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% | +44.5% |
| All | +54.2% | +26.4% | +27.8% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling