+391.7%
APP vs CVS
+53.7%
+338.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +0.9% | +4.0% | -3.1% | +0.8% |
| 30D | -23.3% | -2.4% | -20.9% | -23.2% |
| 3M | -42.6% | +2.7% | -45.3% | -42.6% |
| 6M | -33.6% | +21.9% | -55.5% | -33.9% |
| YTD | -52.4% | +24.7% | -77.2% | -52.8% |
| 1Y | -35.9% | +35.4% | -71.3% | -36.7% |
| 3Y | +642.2% | +65.2% | +577.0% | +615.4% |
| 5Y | +311.1% | +30.5% | +280.5% | +347.3% |
| All | +391.7% | +53.7% | +338.0% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling