+12.8%
ARM vs CVS
+10.7%
+2.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +5.0% |
| 7D | -15.2% | -7.1% | -8.1% | -15.5% |
| 30D | -40.7% | -4.0% | -36.7% | -40.6% |
| 3M | -39.1% | -12.2% | -26.9% | -39.6% |
| 6M | -26.4% | -2.2% | -24.2% | -27.4% |
| YTD | +59.7% | +8.9% | +50.8% | +55.0% |
| All | +12.8% | +10.7% | +2.0% | +9.8% |
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