+292.6%
APP vs CVS
+5.4%
+287.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +9.8% |
| 7D | +71.2% | -7.1% | +78.3% | +71.0% |
| 30D | +39.1% | -4.0% | +43.1% | +38.9% |
| 3M | +16.5% | -12.2% | +28.8% | +16.6% |
| 6M | -16.6% | -2.2% | -14.4% | -16.7% |
| YTD | -41.9% | +8.9% | -50.8% | -42.3% |
| 1Y | -37.0% | +9.9% | -46.9% | -37.5% |
| 3Y | +892.4% | +32.1% | +860.3% | +885.4% |
| All | +292.6% | +5.4% | +287.2% | +342.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling