-24.7%
ACN vs CVS
+35.9%
-60.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.4% |
| 7D | -1.5% | +4.0% | -5.5% | -1.1% |
| 30D | +9.4% | -2.4% | +11.8% | +9.2% |
| 3M | +5.6% | +2.7% | +3.0% | +6.3% |
| 6M | -9.3% | +21.9% | -31.1% | -6.7% |
| YTD | -29.0% | +24.7% | -53.7% | -26.1% |
| 1Y | -24.7% | +35.4% | -60.1% | -20.1% |
| All | -24.7% | +35.9% | -60.6% | -20.1% |
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 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