+687.5%
CVS vs A
+457.0%
+230.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.0% | -1.9% | +5.9% | +4.3% |
| 30D | -2.4% | +6.9% | -9.3% | -3.6% |
| 3M | +2.7% | +9.2% | -6.6% | +0.8% |
| 6M | +21.9% | +25.7% | -3.8% | +16.2% |
| YTD | +24.7% | +11.5% | +13.2% | +21.3% |
| 1Y | +35.4% | +18.4% | +17.1% | +30.1% |
| 3Y | +65.2% | +26.6% | +38.6% | +54.3% |
| 5Y | +30.5% | -12.8% | +43.4% | +28.9% |
| 10Y | +40.4% | +247.2% | -206.8% | +8.5% |
| All | +687.5% | +457.0% | +230.5% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling