+1,024.7%
XLE vs CVS
+487.6%
+537.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.2% | +4.0% | -1.8% | +1.1% |
| 30D | +11.8% | -2.4% | +14.2% | +12.4% |
| 3M | +9.8% | +2.7% | +7.2% | +8.8% |
| 6M | +15.6% | +21.9% | -6.3% | +8.5% |
| YTD | +45.3% | +24.7% | +20.5% | +34.6% |
| 1Y | +48.3% | +35.4% | +12.9% | +33.8% |
| 3Y | +55.4% | +65.2% | -9.7% | +27.7% |
| 5Y | +216.1% | +30.5% | +185.5% | +175.6% |
| 10Y | +178.4% | +40.4% | +138.0% | +130.7% |
| All | +1,024.7% | +487.6% | +537.1% | +531.8% |
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