+1,315.3%
AMAT vs CVS
+56.7%
+1,258.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.7% | +9.7% | +10.9% |
| 7D | -1.1% | -3.7% | +2.6% | -0.2% |
| 30D | -26.9% | -0.3% | -26.6% | -27.2% |
| 3M | -31.2% | -10.3% | -20.9% | -29.6% |
| 6M | -14.7% | -4.6% | -10.1% | -14.6% |
| YTD | +44.7% | +10.7% | +34.0% | +37.1% |
| 1Y | +62.0% | +11.2% | +50.7% | +52.9% |
| 3Y | +165.0% | +43.0% | +121.9% | +118.4% |
| 5Y | +147.1% | +8.6% | +138.5% | +128.7% |
| 10Y | +1,315.3% | +52.0% | +1,263.3% | +934.7% |
| All | +1,315.3% | +56.7% | +1,258.5% | +934.7% |
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