+506.6%
APP vs CVS
+42.4%
+464.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -3.6% |
| 7D | +61.1% | -2.6% | +63.7% | +60.9% |
| 30D | +42.8% | +4.0% | +38.7% | +42.3% |
| 3M | +16.7% | -6.3% | +23.0% | +16.6% |
| 6M | -15.6% | -0.4% | -15.2% | -15.7% |
| YTD | -41.3% | +15.6% | -56.9% | -41.8% |
| 1Y | -39.3% | +18.3% | -57.6% | -39.8% |
| 3Y | +803.2% | +47.3% | +755.9% | +782.2% |
| 5Y | +313.2% | +13.2% | +300.0% | +351.2% |
| All | +506.6% | +42.4% | +464.2% | +524.4% |
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