+11,671.2%
COST vs CVS
+1,921.2%
+9,750.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.2% | -1.6% | -1.6% | -2.7% |
| 30D | -4.0% | +0.4% | -4.4% | -4.1% |
| 3M | -6.5% | -0.4% | -6.0% | -6.6% |
| 6M | -8.5% | +25.1% | -33.7% | -14.9% |
| YTD | +6.0% | +23.9% | -17.9% | -1.7% |
| 1Y | -5.8% | +41.1% | -46.9% | -16.3% |
| 3Y | +71.8% | +63.6% | +8.2% | +40.1% |
| 5Y | +106.2% | +31.5% | +74.7% | +78.1% |
| 10Y | +602.0% | +40.5% | +561.6% | +465.5% |
| All | +11,671.2% | +1,921.2% | +9,750.0% | +3,011.2% |
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 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