+269.3%
C vs CVS
+64.7%
+204.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +3.2% | -1.6% | +4.7% | +3.4% |
| 30D | +1.3% | +0.4% | +0.9% | +1.2% |
| 3M | +3.1% | -0.4% | +3.5% | +3.1% |
| 6M | +29.6% | +25.1% | +4.5% | +24.2% |
| YTD | +19.0% | +23.9% | -4.9% | +13.7% |
| 1Y | +45.6% | +41.1% | +4.6% | +35.4% |
| 3Y | +269.3% | +63.6% | +205.7% | +224.9% |
| All | +269.3% | +64.7% | +204.6% | +224.9% |
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