-55.4%
APP vs CVS
+5.1%
-60.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -12.5% | +23.2% | +8.3% |
| 7D | +4.5% | -11.1% | +15.6% | +2.4% |
| 30D | -3.6% | -7.4% | +3.8% | -5.1% |
| 3M | -35.3% | -22.9% | -12.4% | -38.2% |
| 6M | -42.8% | -1.2% | -41.6% | -42.0% |
| YTD | -59.7% | +3.9% | -63.5% | -58.8% |
| 1Y | -55.4% | +5.6% | -60.9% | -54.3% |
| All | -55.4% | +5.1% | -60.4% | -54.3% |
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