+104.7%
COST vs CVS
+31.1%
+73.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.5% | -2.0% | -0.5% | -2.2% |
| 30D | -4.4% | +1.9% | -6.4% | -4.7% |
| 3M | -8.1% | -2.2% | -5.9% | -7.9% |
| 6M | -9.2% | +26.7% | -36.0% | -12.4% |
| YTD | +5.1% | +22.9% | -17.8% | +1.7% |
| 1Y | -5.1% | +32.9% | -38.0% | -9.4% |
| 3Y | +70.4% | +62.3% | +8.1% | +53.1% |
| 5Y | +104.7% | +34.2% | +70.5% | +104.2% |
| All | +104.7% | +31.1% | +73.6% | +104.2% |
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