+37,071.2%
ADI vs CVS
+1,935.3%
+35,135.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +0.4% | +4.0% | -3.5% | -0.7% |
| 30D | -3.8% | -2.4% | -1.4% | -3.3% |
| 3M | -15.3% | +2.7% | -17.9% | -16.2% |
| 6M | +6.7% | +21.9% | -15.2% | +0.1% |
| YTD | +34.8% | +24.7% | +10.0% | +24.9% |
| 1Y | +49.0% | +35.4% | +13.6% | +34.4% |
| 3Y | +108.1% | +65.2% | +42.9% | +71.3% |
| 5Y | +142.4% | +30.5% | +111.9% | +112.0% |
| 10Y | +589.9% | +40.4% | +549.5% | +467.8% |
| All | +37,071.2% | +1,935.3% | +35,135.9% | +11,647.8% |
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