+91.5%
CSCO vs CVS
+12.2%
+79.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.2% |
| 7D | +1.9% | +6.6% | -4.7% | +1.2% |
| 30D | -15.8% | -0.4% | -15.4% | -15.9% |
| 3M | -15.4% | -5.3% | -10.1% | -15.0% |
| 6M | -5.4% | -7.7% | +2.3% | -4.8% |
| YTD | +26.5% | +16.0% | +10.4% | +22.5% |
| 1Y | +25.9% | +16.2% | +9.7% | +21.9% |
| 3Y | +97.5% | +47.6% | +50.0% | +79.7% |
| All | +91.5% | +12.2% | +79.3% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling