+299.5%
AMD vs CVS
+12.8%
+286.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +44.7% | +10.4% | +34.3% | +42.3% |
| 30D | -3.3% | +3.3% | -6.6% | -4.3% |
| 3M | +21.2% | -4.5% | +25.7% | +21.7% |
| 6M | +30.6% | -4.4% | +34.9% | +30.6% |
| YTD | +173.3% | +16.6% | +156.7% | +161.2% |
| 1Y | +126.1% | +15.3% | +110.8% | +116.5% |
| 3Y | +393.5% | +48.6% | +345.0% | +339.9% |
| All | +299.5% | +12.8% | +286.8% | +340.5% |
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