+286.5%
C vs CVS
+39.8%
+246.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +3.2% | -1.6% | +4.7% | +3.8% |
| 30D | +1.3% | +0.4% | +0.9% | +1.0% |
| 3M | +3.1% | -0.4% | +3.5% | +2.9% |
| 6M | +29.6% | +25.1% | +4.5% | +17.1% |
| YTD | +19.0% | +23.9% | -4.9% | +6.9% |
| 1Y | +45.6% | +41.1% | +4.6% | +23.3% |
| 3Y | +269.3% | +63.6% | +205.7% | +177.8% |
| 5Y | +131.6% | +31.5% | +100.0% | +90.5% |
| 10Y | +286.5% | +40.5% | +246.0% | +177.1% |
| All | +286.5% | +39.8% | +246.7% | +177.1% |
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 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