+1,325.8%
CRWD vs CVS
+121.9%
+1,203.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -3.0% | -2.2% | -0.8% | -2.8% |
| 30D | -6.8% | -0.1% | -6.7% | -6.8% |
| 3M | +19.6% | -5.2% | +24.8% | +20.0% |
| 6M | +87.1% | +26.9% | +60.2% | +81.6% |
| YTD | +76.4% | +22.1% | +54.3% | +71.5% |
| 1Y | +90.8% | +30.8% | +60.0% | +83.6% |
| 3Y | +380.0% | +54.4% | +325.6% | +346.0% |
| 5Y | +215.6% | +33.4% | +182.3% | +202.2% |
| All | +1,325.8% | +121.9% | +1,203.9% | +1,054.1% |
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