+998.2%
C vs CVS
+1,676.7%
-678.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.8% |
| 7D | -2.4% | -7.1% | +4.7% | -0.1% |
| 30D | -6.0% | -4.0% | -2.0% | -5.2% |
| 3M | -10.5% | -12.2% | +1.7% | -6.5% |
| 6M | -5.7% | -2.2% | -3.5% | -6.4% |
| YTD | +4.1% | +8.9% | -4.8% | -2.8% |
| 1Y | +20.5% | +9.9% | +10.6% | +11.8% |
| 3Y | +208.1% | +32.1% | +176.0% | +151.0% |
| 5Y | +110.4% | +5.7% | +104.7% | +86.2% |
| 10Y | +234.6% | +39.0% | +195.6% | +154.0% |
| All | +998.2% | +1,676.7% | -678.5% | +186.0% |
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 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