+228.9%
CRWD vs CVS
+33.7%
+195.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.8% | -2.0% | -0.9% | -2.8% |
| 30D | -5.9% | +1.9% | -7.8% | -5.9% |
| 3M | +29.0% | -2.2% | +31.2% | +29.0% |
| 6M | +91.5% | +26.7% | +64.7% | +89.0% |
| YTD | +78.2% | +22.9% | +55.3% | +75.9% |
| 1Y | +96.6% | +32.9% | +63.7% | +92.9% |
| 3Y | +397.0% | +62.3% | +334.7% | +375.5% |
| All | +228.9% | +33.7% | +195.2% | +269.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling