+228.9%
ARM vs CVS
+33.6%
+195.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.6% |
| 7D | -15.2% | -7.1% | -8.1% | -14.9% |
| 30D | -40.7% | -4.0% | -36.7% | -40.5% |
| 3M | -39.1% | -12.2% | -26.9% | -38.7% |
| 6M | -26.4% | -2.2% | -24.2% | -26.9% |
| YTD | +59.7% | +8.9% | +50.8% | +56.7% |
| 1Y | +10.3% | +9.9% | +0.5% | +8.1% |
| 3Y | +228.9% | +32.1% | +196.8% | +211.0% |
| All | +228.9% | +33.6% | +195.3% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling