+606.1%
COST vs CVS
+41.0%
+565.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -4.7% | -0.1% | -4.7% | -4.7% |
| 3M | -7.1% | -5.2% | -1.9% | -6.2% |
| 6M | -8.5% | +26.9% | -35.4% | -13.5% |
| YTD | +5.4% | +22.1% | -16.7% | 0.0% |
| 1Y | -5.6% | +30.8% | -36.4% | -12.0% |
| 3Y | +68.5% | +54.4% | +14.1% | +46.6% |
| 5Y | +105.2% | +33.4% | +71.9% | +85.7% |
| All | +606.1% | +41.0% | +565.0% | +485.9% |
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