-43.0%
APP vs CVS
+34.3%
-77.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.9% |
| 3M | -44.6% | -0.4% | -44.2% | -44.4% |
| 6M | -37.9% | +25.1% | -63.0% | -35.9% |
| YTD | -53.7% | +23.9% | -77.6% | -52.7% |
| 1Y | -43.0% | +41.1% | -84.0% | -46.3% |
| All | -43.0% | +34.3% | -77.2% | -46.3% |
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