+17.2%
ARM vs CVS
+17.5%
-0.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -2.2% |
| 7D | -10.4% | -2.6% | -7.7% | -10.4% |
| 30D | -31.8% | +4.0% | -35.9% | -31.3% |
| 3M | -32.2% | -6.3% | -25.9% | -32.5% |
| 6M | -14.9% | -0.4% | -14.5% | -15.4% |
| YTD | +66.0% | +15.6% | +50.4% | +61.8% |
| 1Y | +17.2% | +18.3% | -1.1% | +14.7% |
| All | +17.2% | +17.5% | -0.3% | +14.7% |
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