+4.7%
CMCSA vs CVS
+63.8%
-59.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +3.2% | +6.6% | -3.4% | +1.4% |
| 30D | +19.5% | -0.4% | +20.0% | +19.1% |
| 3M | -2.4% | -5.3% | +2.9% | -1.5% |
| 6M | +3.8% | -7.7% | +11.6% | +5.3% |
| YTD | -5.4% | +16.0% | -21.4% | -10.9% |
| 1Y | +1.1% | +16.2% | -15.1% | -5.0% |
| 3Y | -27.1% | +47.6% | -74.7% | -38.4% |
| 5Y | -40.3% | +12.3% | -52.6% | -45.0% |
| All | +4.7% | +63.8% | -59.0% | -20.6% |
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