+384.9%
CRWD vs CVS
+62.0%
+322.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.8% | -2.0% | -0.9% | -3.0% |
| 30D | -5.9% | +1.9% | -7.8% | -5.7% |
| 3M | +29.0% | -2.2% | +31.2% | +28.9% |
| 6M | +91.5% | +26.7% | +64.7% | +92.8% |
| YTD | +78.2% | +22.9% | +55.3% | +79.4% |
| 1Y | +96.6% | +32.9% | +63.7% | +98.2% |
| All | +384.9% | +62.0% | +322.9% | +396.6% |
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