+4,391.7%
XOM vs CVS
+1,906.7%
+2,485.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | 0.0% | -1.9% | +2.0% | +0.5% |
| 30D | +3.4% | -0.3% | +3.7% | +3.5% |
| 3M | +11.0% | -1.1% | +12.1% | +11.1% |
| 6M | +10.6% | +23.7% | -13.1% | +4.9% |
| YTD | +39.2% | +23.0% | +16.2% | +31.5% |
| 1Y | +52.7% | +37.2% | +15.6% | +40.5% |
| 3Y | +56.8% | +62.4% | -5.7% | +34.8% |
| 5Y | +261.8% | +31.8% | +230.0% | +224.0% |
| 10Y | +191.3% | +41.9% | +149.4% | +150.2% |
| All | +4,391.7% | +1,906.7% | +2,485.1% | +2,128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling