+2,325.1%
ACN vs CVS
+617.5%
+1,707.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.7% | +10.4% | -16.1% | -8.4% |
| 30D | +17.0% | +3.3% | +13.7% | +15.4% |
| 3M | +39.9% | -4.5% | +44.4% | +40.7% |
| 6M | +50.2% | -4.4% | +54.6% | +50.4% |
| YTD | -4.2% | +16.6% | -20.8% | -10.6% |
| 1Y | +4.3% | +15.3% | -11.0% | -2.6% |
| 3Y | -17.1% | +48.6% | -65.7% | -31.5% |
| 5Y | -26.5% | +12.9% | -39.4% | -34.0% |
| 10Y | +147.7% | +63.2% | +84.5% | +87.8% |
| All | +2,325.1% | +617.5% | +1,707.7% | +943.9% |
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 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