+176.9%
XLE vs CVS
+42.0%
+135.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.5% | -2.0% | +2.4% | +1.1% |
| 30D | +6.6% | +1.9% | +4.7% | +5.9% |
| 3M | +12.3% | -2.2% | +14.5% | +12.7% |
| 6M | +18.4% | +26.7% | -8.3% | +9.0% |
| YTD | +47.2% | +22.9% | +24.3% | +35.9% |
| 1Y | +50.3% | +32.9% | +17.4% | +34.6% |
| 3Y | +55.3% | +62.3% | -7.0% | +23.8% |
| 5Y | +226.0% | +34.2% | +191.7% | +175.0% |
| All | +176.9% | +42.0% | +135.0% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling