+1,117.4%
XLI vs CVS
+487.6%
+629.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.1% | +4.0% | -5.0% | -2.2% |
| 30D | -5.9% | -2.4% | -3.5% | -5.4% |
| 3M | -0.3% | +2.7% | -2.9% | -1.3% |
| 6M | +0.1% | +21.9% | -21.7% | -5.9% |
| YTD | +13.6% | +24.7% | -11.2% | +5.4% |
| 1Y | +17.2% | +35.4% | -18.3% | +6.0% |
| 3Y | +68.2% | +65.2% | +3.0% | +38.8% |
| 5Y | +80.7% | +30.5% | +50.2% | +58.2% |
| 10Y | +253.3% | +40.4% | +212.9% | +191.9% |
| All | +1,117.4% | +487.6% | +629.8% | +536.8% |
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