+298.1%
APP vs CVS
+12.2%
+285.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.9% |
| 7D | +4.6% | +6.6% | -2.0% | +4.5% |
| 30D | +56.0% | -0.4% | +56.5% | +55.7% |
| 3M | +30.8% | -5.3% | +36.1% | +30.7% |
| 6M | -9.8% | -7.7% | -2.1% | -9.8% |
| YTD | -39.3% | +16.0% | -55.3% | -39.7% |
| 1Y | -26.4% | +16.2% | -42.7% | -26.9% |
| 3Y | +887.9% | +47.6% | +840.4% | +869.5% |
| All | +298.1% | +12.2% | +285.9% | +367.1% |
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