+377.3%
CSCO vs CVS
+40.0%
+337.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -10.7% | -0.3% | -10.4% | -10.7% |
| 3M | -8.7% | -1.1% | -7.6% | -8.7% |
| 6M | +44.9% | +23.7% | +21.2% | +35.9% |
| YTD | +44.1% | +23.0% | +21.1% | +34.4% |
| 1Y | +65.9% | +37.2% | +28.7% | +49.4% |
| 3Y | +109.0% | +62.4% | +46.6% | +71.8% |
| 5Y | +114.8% | +31.8% | +82.9% | +88.2% |
| 10Y | +377.3% | +41.9% | +335.4% | +272.2% |
| All | +377.3% | +40.0% | +337.3% | +272.2% |
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