+4.1%
ACN vs CVS
+16.2%
-12.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.8% | +6.6% | -10.4% | -3.2% |
| 30D | +16.5% | -0.4% | +17.0% | +16.7% |
| 3M | +41.5% | -5.3% | +46.7% | +41.3% |
| 6M | +60.1% | -7.7% | +67.8% | +59.8% |
| YTD | -3.9% | +16.0% | -20.0% | +0.2% |
| 1Y | +4.1% | +16.2% | -12.1% | +8.8% |
| All | +4.1% | +16.2% | -12.1% | +8.8% |
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