+250.2%
XLI vs CVS
+42.0%
+208.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | -2.0% | -0.3% | -1.8% |
| 30D | -8.2% | +1.9% | -10.1% | -8.7% |
| 3M | +0.8% | -2.2% | +3.0% | +1.1% |
| 6M | +0.8% | +26.7% | -25.9% | -6.3% |
| YTD | +10.5% | +22.9% | -12.4% | +2.9% |
| 1Y | +14.1% | +32.9% | -18.8% | +3.6% |
| 3Y | +68.6% | +62.3% | +6.3% | +38.3% |
| 5Y | +80.4% | +34.2% | +46.2% | +56.2% |
| All | +250.2% | +42.0% | +208.2% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling