+39.4%
CSCO vs CVS
+17.6%
+21.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.3% |
| 7D | -4.7% | -2.6% | -2.1% | -4.6% |
| 30D | -17.1% | +4.0% | -21.1% | -16.9% |
| 3M | -19.6% | -6.3% | -13.3% | -19.5% |
| 6M | +2.4% | -0.4% | +2.8% | +2.7% |
| YTD | +29.8% | +15.6% | +14.2% | +29.6% |
| All | +39.4% | +17.6% | +21.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling