+32.9%
CVS vs A
+14.6%
+18.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -2.0% | -4.6% | +2.6% | -2.0% |
| 30D | +1.9% | -4.3% | +6.2% | +1.8% |
| 3M | -2.2% | +8.9% | -11.1% | -2.5% |
| 6M | +26.7% | +24.5% | +2.2% | +25.5% |
| YTD | +22.9% | +5.8% | +17.1% | +24.1% |
| 1Y | +32.9% | +16.2% | +16.7% | +33.3% |
| All | +32.9% | +14.6% | +18.3% | +33.3% |
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