+76.4%
AMZN vs CVS
+62.1%
+14.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -1.0% | -1.9% | +0.9% | -1.1% |
| 30D | -9.2% | -0.3% | -8.9% | -9.2% |
| 3M | +3.4% | -1.1% | +4.5% | +3.4% |
| 6M | +18.2% | +23.7% | -5.5% | +18.6% |
| YTD | +9.3% | +23.0% | -13.6% | +9.7% |
| 1Y | +5.9% | +37.2% | -31.2% | +6.5% |
| All | +76.4% | +62.1% | +14.2% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling