+102.7%
CSCO vs CVS
+47.5%
+55.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.7% |
| 7D | -4.7% | -2.6% | -2.1% | -4.6% |
| 30D | -17.1% | +4.0% | -21.1% | -17.3% |
| 3M | -19.6% | -6.3% | -13.3% | -19.4% |
| 6M | +2.4% | -0.4% | +2.8% | +2.3% |
| YTD | +29.8% | +15.6% | +14.2% | +28.0% |
| 1Y | +38.7% | +18.3% | +20.4% | +36.4% |
| All | +102.7% | +47.5% | +55.2% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling