+53.3%
XLE vs CVS
+34.3%
+19.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +12.6% | +0.4% | +12.3% | +12.6% |
| 3M | +11.8% | -0.4% | +12.3% | +11.9% |
| 6M | +16.1% | +25.1% | -9.1% | +16.2% |
| YTD | +46.9% | +23.9% | +23.0% | +46.4% |
| 1Y | +53.3% | +41.1% | +12.2% | +48.6% |
| All | +53.3% | +34.3% | +19.0% | +48.6% |
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