+1,612.4%
ACN vs CVS
+656.0%
+956.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -7.9% | -2.0% | -5.9% | -7.3% |
| 30D | -1.1% | +1.9% | -3.0% | -1.7% |
| 3M | +5.6% | -2.2% | +7.8% | +6.0% |
| 6M | -9.9% | +26.7% | -36.7% | -17.0% |
| YTD | -32.3% | +22.9% | -55.2% | -37.5% |
| 1Y | -25.3% | +32.9% | -58.2% | -32.8% |
| 3Y | -42.3% | +62.3% | -104.6% | -53.4% |
| 5Y | -43.5% | +34.2% | -77.7% | -51.8% |
| 10Y | +90.8% | +41.8% | +49.0% | +52.3% |
| All | +1,612.4% | +656.0% | +956.4% | +630.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling