+4.3%
ACN vs CVS
+16.1%
-11.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.4% |
| 7D | -5.7% | +10.4% | -16.1% | -4.7% |
| 30D | +17.0% | +3.3% | +13.7% | +17.7% |
| 3M | +39.9% | -4.5% | +44.4% | +39.8% |
| 6M | +50.2% | -4.4% | +54.6% | +50.6% |
| YTD | -4.2% | +16.6% | -20.8% | +0.1% |
| 1Y | +4.3% | +15.3% | -11.0% | +8.9% |
| All | +4.3% | +16.1% | -11.8% | +8.9% |
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 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