-44.0%
ACN vs CVS
+31.0%
-75.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.3% | -1.9% | -4.4% | -6.1% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +2.6% | -1.1% | +3.7% | +2.6% |
| 6M | -14.3% | +23.7% | -38.0% | -16.8% |
| YTD | -33.1% | +23.0% | -56.1% | -35.2% |
| 1Y | -28.8% | +37.2% | -66.0% | -32.3% |
| 3Y | -43.0% | +62.4% | -105.4% | -48.6% |
| 5Y | -44.0% | +31.8% | -75.8% | -43.3% |
| All | -44.0% | +31.0% | -75.0% | -43.3% |
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