+143.3%
AAPL vs CVS
+12.2%
+131.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +4.1% | +6.6% | -2.4% | +3.4% |
| 30D | +4.0% | -0.4% | +4.4% | +3.7% |
| 3M | +16.8% | -5.3% | +22.1% | +17.3% |
| 6M | +19.4% | -7.7% | +27.1% | +20.1% |
| YTD | +31.5% | +16.0% | +15.5% | +27.3% |
| 1Y | +31.0% | +16.2% | +14.8% | +26.7% |
| 3Y | +95.3% | +47.6% | +47.7% | +77.0% |
| All | +143.3% | +12.2% | +131.1% | +156.9% |
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