+13.2%
CVS vs A
+15.8%
-2.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | +4.0% | +4.3% | -0.3% | +3.5% |
| 3M | -6.3% | +19.8% | -26.1% | -8.5% |
| 6M | -0.4% | +54.4% | -54.8% | -6.2% |
| YTD | +15.6% | +31.7% | -16.1% | +11.2% |
| 1Y | +18.3% | +22.4% | -4.1% | +15.2% |
| 3Y | +47.3% | +67.7% | -20.4% | +31.4% |
| 5Y | +13.2% | +15.7% | -2.6% | +4.3% |
| All | +13.2% | +15.8% | -2.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling