+23.9%
BABA vs CVS
+45.1%
-21.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.8% |
| 7D | +11.6% | -7.1% | +18.7% | +12.6% |
| 30D | +2.3% | -4.0% | +6.3% | +2.6% |
| 3M | -13.7% | -12.2% | -1.5% | -12.2% |
| 6M | -21.9% | -2.2% | -19.7% | -22.3% |
| YTD | -24.6% | +8.9% | -33.5% | -26.8% |
| 1Y | -34.1% | +9.9% | -44.0% | -36.2% |
| 3Y | +36.3% | +32.1% | +4.2% | +24.9% |
| 5Y | -26.7% | +5.7% | -32.4% | -30.5% |
| 10Y | +19.2% | +39.0% | -19.8% | +0.1% |
| All | +23.9% | +45.1% | -21.2% | -3.1% |
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