+152.3%
ACN vs CVS
+63.8%
+88.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.8% | +6.6% | -10.4% | -5.2% |
| 30D | +16.5% | -0.4% | +17.0% | +16.2% |
| 3M | +41.5% | -5.3% | +46.7% | +42.5% |
| 6M | +60.1% | -7.7% | +67.8% | +61.8% |
| YTD | -3.9% | +16.0% | -20.0% | -9.2% |
| 1Y | +4.1% | +16.2% | -12.1% | -1.7% |
| 3Y | -15.9% | +47.6% | -63.4% | -28.2% |
| 5Y | -26.3% | +12.3% | -38.7% | -31.1% |
| All | +152.3% | +63.8% | +88.5% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling