+255.6%
XOM vs CVS
+33.7%
+221.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -2.0% | +3.8% | +2.1% |
| 30D | +4.1% | +1.9% | +2.2% | +3.8% |
| 3M | +10.4% | -2.2% | +12.6% | +10.7% |
| 6M | +13.0% | +26.7% | -13.7% | +9.1% |
| YTD | +40.1% | +22.9% | +17.2% | +35.2% |
| 1Y | +51.1% | +32.9% | +18.2% | +43.9% |
| 3Y | +57.7% | +62.3% | -4.6% | +41.3% |
| All | +255.6% | +33.7% | +221.9% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling