+415.1%
XLF vs CVS
+483.6%
-68.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.2% | -1.6% | +1.7% | +0.7% |
| 30D | -0.5% | +0.4% | -0.9% | -0.8% |
| 3M | +10.6% | -0.4% | +11.1% | +10.4% |
| 6M | +14.3% | +25.1% | -10.9% | +4.4% |
| YTD | +5.5% | +23.9% | -18.4% | -4.0% |
| 1Y | +9.6% | +41.1% | -31.5% | -5.3% |
| 3Y | +75.2% | +63.6% | +11.6% | +36.9% |
| 5Y | +65.5% | +31.5% | +34.0% | +38.9% |
| 10Y | +246.4% | +40.5% | +206.0% | +171.9% |
| All | +415.1% | +483.6% | -68.5% | +130.9% |
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