+5.6%
CVS vs A
+24.4%
-18.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.0% | -13.5% | -12.5% |
| 7D | -11.1% | -2.4% | -8.7% | -11.2% |
| 30D | -7.4% | +3.6% | -11.0% | -7.3% |
| 3M | -22.9% | +27.5% | -50.3% | -22.2% |
| 6M | -1.2% | +58.5% | -59.7% | -0.3% |
| YTD | +3.9% | +31.2% | -27.3% | +5.9% |
| 1Y | +5.6% | +22.2% | -16.6% | +10.1% |
| All | +5.6% | +24.4% | -18.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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