+44.9%
AMZN vs CVS
+31.0%
+13.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | -9.2% | -0.3% | -8.9% | -9.2% |
| 3M | +3.4% | -1.1% | +4.5% | +3.3% |
| 6M | +18.2% | +23.7% | -5.5% | +15.3% |
| YTD | +9.3% | +23.0% | -13.6% | +6.3% |
| 1Y | +5.9% | +37.2% | -31.2% | +1.6% |
| 3Y | +82.6% | +62.4% | +20.2% | +66.8% |
| 5Y | +44.9% | +31.8% | +13.1% | +50.2% |
| All | +44.9% | +31.0% | +13.8% | +50.2% |
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