-37.1%
APP vs CVS
+12.6%
-49.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +5.0% |
| 7D | +79.2% | -3.7% | +82.8% | +77.0% |
| 30D | +48.0% | -0.3% | +48.3% | +46.9% |
| 3M | +18.2% | -10.3% | +28.5% | +15.9% |
| 6M | -12.5% | -4.6% | -7.9% | -12.5% |
| YTD | -39.2% | +10.7% | -49.9% | -37.9% |
| All | -37.1% | +12.6% | -49.6% | -35.0% |
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