+528.8%
APP vs CVS
+36.4%
+492.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.8% |
| 7D | +79.2% | -3.7% | +82.8% | +78.9% |
| 30D | +48.0% | -0.3% | +48.3% | +47.6% |
| 3M | +18.2% | -10.3% | +28.5% | +18.2% |
| 6M | -12.5% | -4.6% | -7.9% | -12.5% |
| YTD | -39.2% | +10.7% | -49.9% | -39.6% |
| 1Y | -33.9% | +11.2% | -45.1% | -34.4% |
| 3Y | +933.3% | +43.0% | +890.2% | +906.2% |
| 5Y | +295.9% | +8.6% | +287.2% | +332.6% |
| All | +528.8% | +36.4% | +492.5% | +547.8% |
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