+9.4%
AMZN vs CVS
+36.4%
-27.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.8% |
| 30D | -7.5% | +1.9% | -9.4% | -7.4% |
| 3M | +5.8% | -2.2% | +8.0% | +5.8% |
| 6M | +17.5% | +26.7% | -9.2% | +17.7% |
| YTD | +9.1% | +22.9% | -13.8% | +8.0% |
| 1Y | +9.4% | +32.9% | -23.6% | +12.3% |
| All | +9.4% | +36.4% | -27.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling