+43.4%
XLK vs CVS
+35.9%
+7.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.9% | +4.0% | -3.1% | +1.0% |
| 30D | +0.7% | -2.4% | +3.1% | +0.7% |
| 3M | -2.9% | +2.7% | -5.6% | -2.9% |
| 6M | +34.3% | +21.9% | +12.4% | +33.5% |
| YTD | +30.4% | +24.7% | +5.7% | +29.2% |
| 1Y | +43.4% | +35.4% | +7.9% | +42.8% |
| All | +43.4% | +35.9% | +7.4% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling