+400.4%
ALAB vs CVS
+37.1%
+363.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.2% | +9.7% |
| 7D | +7.2% | +4.0% | +3.3% | +7.4% |
| 30D | -2.5% | -2.4% | -0.1% | -2.5% |
| 3M | -13.3% | +2.7% | -16.0% | -13.4% |
| 6M | +172.8% | +21.9% | +151.0% | +171.6% |
| YTD | +86.6% | +24.7% | +61.8% | +85.3% |
| 1Y | +65.2% | +35.4% | +29.7% | +63.4% |
| All | +400.4% | +37.1% | +363.3% | +406.5% |
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 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