-15.9%
CMCSA vs CVS
+36.4%
-52.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -5.6% | -2.0% | -3.6% | -5.3% |
| 30D | -1.9% | +1.9% | -3.8% | -2.1% |
| 3M | +6.4% | -2.2% | +8.6% | +6.8% |
| 6M | -16.9% | +26.7% | -43.7% | -20.6% |
| YTD | -6.8% | +22.9% | -29.7% | -10.8% |
| 1Y | -15.9% | +32.9% | -48.8% | -18.8% |
| All | -15.9% | +36.4% | -52.3% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling