-26.8%
AAL vs CVS
+391.1%
-418.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.8% |
| 7D | +2.9% | +10.4% | -7.5% | -3.0% |
| 30D | +6.5% | +3.3% | +3.2% | +2.7% |
| 3M | -10.9% | -4.5% | -6.3% | -10.3% |
| 6M | +4.9% | -4.4% | +9.3% | +4.6% |
| YTD | -13.2% | +16.6% | -29.8% | -24.8% |
| 1Y | -1.1% | +15.3% | -16.4% | -14.0% |
| 3Y | +12.8% | +48.6% | -35.8% | -24.3% |
| 5Y | -34.4% | +12.9% | -47.3% | -48.3% |
| 10Y | -67.9% | +63.2% | -131.1% | -82.7% |
| All | -26.8% | +391.1% | -418.0% | -84.2% |
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 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