+1,348.4%
CRWD vs CVS
+125.2%
+1,223.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -2.3% | -1.6% | -0.8% | -2.2% |
| 30D | -2.1% | +0.4% | -2.4% | -2.1% |
| 3M | +27.5% | -0.4% | +27.9% | +27.4% |
| 6M | +95.8% | +25.1% | +70.7% | +90.5% |
| YTD | +79.2% | +23.9% | +55.3% | +74.0% |
| 1Y | +96.3% | +41.1% | +55.2% | +87.1% |
| 3Y | +399.8% | +63.6% | +336.2% | +359.3% |
| 5Y | +216.7% | +31.5% | +185.2% | +204.8% |
| All | +1,348.4% | +125.2% | +1,223.2% | +1,070.9% |
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