+199.0%
AMD vs CVS
+5.4%
+193.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +10.5% |
| 7D | -11.0% | -7.1% | -4.0% | -10.1% |
| 30D | -30.5% | -4.0% | -26.5% | -30.3% |
| 3M | -8.2% | -12.2% | +4.0% | -6.5% |
| 6M | +6.6% | -2.2% | +8.7% | +5.8% |
| YTD | +109.7% | +8.9% | +100.8% | +102.7% |
| 1Y | +88.9% | +9.9% | +79.0% | +82.2% |
| 3Y | +301.8% | +32.1% | +269.7% | +268.2% |
| All | +199.0% | +5.4% | +193.6% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling