-48.2%
CMCSA vs CVS
+31.0%
-79.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -1.9% | -6.4% | -7.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +4.5% | -1.1% | +5.6% | +4.6% |
| 6M | -18.8% | +23.7% | -42.5% | -22.4% |
| YTD | -8.9% | +23.0% | -31.9% | -13.2% |
| 1Y | -18.3% | +37.2% | -55.5% | -23.9% |
| 3Y | -35.0% | +62.4% | -97.4% | -43.2% |
| 5Y | -48.2% | +31.8% | -80.0% | -53.4% |
| All | -48.2% | +31.0% | -79.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling