+41.0%
XLE vs CVS
+12.6%
+28.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -7.9% | -3.7% | -4.2% | -7.5% |
| 30D | -4.8% | -0.3% | -4.5% | -4.5% |
| 3M | +8.4% | -10.3% | +18.6% | +9.2% |
| 6M | +12.7% | -4.6% | +17.3% | +13.7% |
| YTD | +41.3% | +10.7% | +30.6% | +41.9% |
| All | +41.0% | +12.6% | +28.4% | +41.7% |
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 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