+11.8%
CRM vs CVS
+60.9%
-49.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -4.4% | -2.2% | -2.3% | -4.5% |
| 30D | +28.1% | -0.1% | +28.2% | +28.2% |
| 3M | +48.8% | -5.2% | +54.0% | +48.7% |
| 6M | +28.3% | +26.9% | +1.4% | +28.8% |
| YTD | -6.0% | +22.1% | -28.1% | -5.6% |
| 1Y | +1.4% | +30.8% | -29.4% | +1.6% |
| 3Y | +11.8% | +54.4% | -42.5% | +8.9% |
| All | +11.8% | +60.9% | -49.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling