+994.0%
XLE vs CVS
+421.6%
+572.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -7.9% | -3.7% | -4.2% | -7.1% |
| 30D | -4.8% | -0.3% | -4.5% | -5.0% |
| 3M | +8.4% | -10.3% | +18.6% | +11.2% |
| 6M | +12.7% | -4.6% | +17.3% | +13.4% |
| YTD | +41.3% | +10.7% | +30.6% | +34.9% |
| 1Y | +42.3% | +11.2% | +31.1% | +35.5% |
| 3Y | +65.1% | +43.0% | +22.0% | +40.9% |
| 5Y | +150.2% | +8.6% | +141.6% | +129.5% |
| 10Y | +163.9% | +52.0% | +112.0% | +114.5% |
| All | +994.0% | +421.6% | +572.4% | +533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling