+2,502.1%
SOXX vs CVS
+678.4%
+1,823.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.0% | -2.0% | +5.0% | +3.8% |
| 30D | -3.1% | +1.9% | -5.1% | -4.0% |
| 3M | -4.4% | -2.2% | -2.2% | -4.2% |
| 6M | +52.9% | +26.7% | +26.2% | +38.2% |
| YTD | +72.0% | +22.9% | +49.1% | +55.8% |
| 1Y | +105.1% | +32.9% | +72.2% | +79.6% |
| 3Y | +220.6% | +62.3% | +158.3% | +144.4% |
| 5Y | +244.8% | +34.2% | +210.6% | +180.1% |
| 10Y | +1,537.1% | +41.8% | +1,495.4% | +1,118.9% |
| All | +2,502.1% | +678.4% | +1,823.7% | +603.0% |
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