+169.4%
XLV vs CVS
+41.0%
+128.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | -1.8% | -0.1% | -1.8% | -1.9% |
| 3M | +7.8% | -5.2% | +13.0% | +9.2% |
| 6M | +9.1% | +26.9% | -17.8% | +1.2% |
| YTD | +7.7% | +22.1% | -14.3% | +0.5% |
| 1Y | +20.4% | +30.8% | -10.4% | +9.8% |
| 3Y | +30.8% | +54.4% | -23.6% | +9.4% |
| 5Y | +34.6% | +33.4% | +1.3% | +17.4% |
| All | +169.4% | +41.0% | +128.4% | +112.2% |
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