+115.3%
ADI vs CVS
+62.1%
+53.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | -9.5% | -1.1% | -8.4% | -9.5% |
| 6M | +14.8% | +23.7% | -8.9% | +10.6% |
| YTD | +35.8% | +23.0% | +12.8% | +30.4% |
| 1Y | +48.9% | +37.2% | +11.8% | +40.6% |
| All | +115.3% | +62.1% | +53.2% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling