+2,121.8%
CMCSA vs CVS
+1,802.6%
+319.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.6% | +10.4% | -11.0% | -3.8% |
| 30D | +18.8% | +3.3% | +15.5% | +16.8% |
| 3M | -1.1% | -4.5% | +3.4% | -0.4% |
| 6M | +2.5% | -4.4% | +6.9% | +2.9% |
| YTD | -6.7% | +16.6% | -23.3% | -13.2% |
| 1Y | 0.0% | +15.3% | -15.3% | -6.8% |
| 3Y | -28.9% | +48.6% | -77.4% | -41.5% |
| 5Y | -41.1% | +12.9% | -54.0% | -47.5% |
| 10Y | +4.5% | +63.2% | -58.7% | -21.4% |
| All | +2,121.8% | +1,802.6% | +319.2% | +477.6% |
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 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