+117.5%
XLK vs CVS
+62.0%
+55.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.5% | +1.9% | -2.4% | -0.5% |
| 3M | +5.0% | -2.2% | +7.2% | +5.0% |
| 6M | +32.9% | +26.7% | +6.1% | +31.5% |
| YTD | +29.0% | +22.9% | +6.1% | +27.6% |
| 1Y | +37.8% | +32.9% | +4.9% | +35.9% |
| All | +117.5% | +62.0% | +55.6% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling