+788.5%
XLK vs CVS
+41.0%
+747.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.2% | -2.2% | +2.4% | +0.7% |
| 30D | -0.6% | -0.1% | -0.6% | -0.7% |
| 3M | +2.6% | -5.2% | +7.8% | +3.5% |
| 6M | +34.0% | +26.9% | +7.1% | +25.7% |
| YTD | +30.7% | +22.1% | +8.6% | +23.0% |
| 1Y | +39.2% | +30.8% | +8.4% | +28.5% |
| 3Y | +120.4% | +54.4% | +66.0% | +88.7% |
| 5Y | +148.8% | +33.4% | +115.4% | +121.8% |
| All | +788.5% | +41.0% | +747.5% | +610.4% |
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