+220,352.3%
CSCO vs CVS
+1,959.1%
+218,393.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.7% | +4.0% | -4.6% | -1.8% |
| 30D | -10.1% | -2.4% | -7.7% | -9.6% |
| 3M | -15.7% | +2.7% | -18.3% | -16.6% |
| 6M | +36.3% | +21.9% | +14.4% | +27.8% |
| YTD | +43.8% | +24.7% | +19.1% | +33.1% |
| 1Y | +63.9% | +35.4% | +28.5% | +47.6% |
| 3Y | +104.4% | +65.2% | +39.2% | +67.3% |
| 5Y | +111.4% | +30.5% | +80.8% | +83.7% |
| 10Y | +361.7% | +40.4% | +321.3% | +278.8% |
| All | +220,352.3% | +1,959.1% | +218,393.2% | +71,476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling