+218.0%
XLE vs CVS
+31.0%
+187.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.2% | +4.0% | -1.8% | +1.6% |
| 30D | +11.8% | -2.4% | +14.2% | +12.2% |
| 3M | +9.8% | +2.7% | +7.2% | +9.2% |
| 6M | +15.6% | +21.9% | -6.3% | +11.5% |
| YTD | +45.3% | +24.7% | +20.5% | +39.0% |
| 1Y | +48.3% | +35.4% | +12.9% | +39.5% |
| 3Y | +55.4% | +65.2% | -9.7% | +36.5% |
| All | +218.0% | +31.0% | +187.0% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling