+1,321.9%
AMAT vs CVS
+63.8%
+1,258.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +11.4% | +6.6% | +4.8% | +9.4% |
| 30D | -17.0% | -0.4% | -16.6% | -17.3% |
| 3M | -30.6% | -5.3% | -25.4% | -30.1% |
| 6M | -14.9% | -7.7% | -7.2% | -13.8% |
| YTD | +44.7% | +16.0% | +28.6% | +35.2% |
| 1Y | +66.9% | +16.2% | +50.7% | +55.7% |
| 3Y | +153.3% | +47.6% | +105.7% | +107.2% |
| 5Y | +146.2% | +12.3% | +133.9% | +126.2% |
| All | +1,321.9% | +63.8% | +1,258.1% | +916.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling