+150.2%
XLE vs CVS
+7.3%
+142.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -7.9% | -3.7% | -4.2% | -7.4% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | +8.4% | -10.3% | +18.6% | +10.1% |
| 6M | +12.7% | -4.6% | +17.3% | +13.2% |
| YTD | +41.3% | +10.7% | +30.6% | +37.8% |
| 1Y | +42.3% | +11.2% | +31.1% | +38.5% |
| 3Y | +65.1% | +43.0% | +22.0% | +49.2% |
| 5Y | +150.2% | +8.6% | +141.6% | +137.6% |
| All | +150.2% | +7.3% | +142.9% | +137.6% |
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 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