+378.5%
APP vs CVS
+52.6%
+326.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | -10.0% | +0.4% | -10.4% | -10.0% |
| 3M | -44.6% | -0.4% | -44.2% | -44.6% |
| 6M | -37.9% | +25.1% | -63.0% | -38.2% |
| YTD | -53.7% | +23.9% | -77.6% | -54.0% |
| 1Y | -43.0% | +41.1% | -84.0% | -43.8% |
| 3Y | +640.8% | +63.6% | +577.1% | +614.6% |
| 5Y | +358.8% | +31.5% | +327.3% | +398.3% |
| All | +378.5% | +52.6% | +326.0% | +392.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling