+319.3%
CSCO vs CVS
+57.5%
+261.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.6% |
| 7D | -4.7% | -2.6% | -2.1% | -4.4% |
| 30D | -17.1% | +4.0% | -21.1% | -18.4% |
| 3M | -19.6% | -6.3% | -13.3% | -18.8% |
| 6M | +2.4% | -0.4% | +2.8% | +1.4% |
| YTD | +29.8% | +15.6% | +14.2% | +22.1% |
| 1Y | +38.7% | +18.3% | +20.4% | +29.4% |
| 3Y | +101.3% | +47.3% | +54.1% | +69.0% |
| 5Y | +94.8% | +13.2% | +81.7% | +78.6% |
| All | +319.3% | +57.5% | +261.8% | +216.9% |
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 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