+5,648.9%
CRM vs CVS
+611.6%
+5,037.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -8.1% | -2.0% | -6.1% | -7.5% |
| 30D | +23.1% | +1.9% | +21.1% | +22.1% |
| 3M | +42.5% | -2.2% | +44.7% | +43.1% |
| 6M | +25.3% | +26.7% | -1.4% | +13.7% |
| YTD | -7.8% | +22.9% | -30.7% | -16.3% |
| 1Y | +1.0% | +32.9% | -31.9% | -11.2% |
| 3Y | +10.0% | +62.3% | -52.3% | -15.2% |
| 5Y | -3.9% | +34.2% | -38.1% | -21.4% |
| 10Y | +233.2% | +41.8% | +191.4% | +146.4% |
| All | +5,648.9% | +611.6% | +5,037.3% | +1,765.9% |
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 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