-27.1%
CMCSA vs CVS
+48.1%
-75.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +3.2% | +6.6% | -3.4% | +2.4% |
| 30D | +19.5% | -0.4% | +20.0% | +19.3% |
| 3M | -2.4% | -5.3% | +2.9% | -1.9% |
| 6M | +3.8% | -7.7% | +11.6% | +4.7% |
| YTD | -5.4% | +16.0% | -21.4% | -8.0% |
| 1Y | +1.1% | +16.2% | -15.1% | -1.7% |
| 3Y | -27.1% | +47.6% | -74.7% | -30.8% |
| All | -27.1% | +48.1% | -75.2% | -30.8% |
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 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