+52.6%
XOM vs CVS
+5.1%
+47.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.5% | +7.9% | -3.6% |
| 7D | -7.0% | -11.1% | +4.1% | -6.0% |
| 30D | +3.2% | -7.4% | +10.7% | +4.1% |
| 3M | +10.7% | -22.9% | +33.5% | +12.2% |
| 6M | +11.6% | -1.2% | +12.8% | +13.8% |
| YTD | +43.5% | +3.9% | +39.6% | +45.6% |
| 1Y | +52.6% | +5.6% | +47.0% | +55.0% |
| All | +52.6% | +5.1% | +47.5% | +55.0% |
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