+16.7%
BABA vs CVS
+39.8%
-23.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | -12.3% | +0.4% | -12.7% | -12.3% |
| 3M | -5.3% | -0.4% | -4.9% | -5.4% |
| 6M | -13.1% | +25.1% | -38.2% | -16.3% |
| YTD | -22.4% | +23.9% | -46.3% | -25.4% |
| 1Y | -19.5% | +41.1% | -60.6% | -24.2% |
| 3Y | +32.9% | +63.6% | -30.7% | +19.8% |
| 5Y | -29.9% | +31.5% | -61.4% | -35.1% |
| 10Y | +16.7% | +40.5% | -23.8% | +5.3% |
| All | +16.7% | +39.8% | -23.1% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling