+632.6%
CVS vs A
+543.3%
+89.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +6.6% | -0.5% | +7.0% | +6.6% |
| 30D | -0.4% | 0.0% | -0.4% | -0.5% |
| 3M | -5.3% | +16.7% | -22.0% | -8.1% |
| 6M | -7.7% | +54.8% | -62.5% | -15.1% |
| YTD | +16.0% | +28.8% | -12.8% | +9.8% |
| 1Y | +16.2% | +19.3% | -3.1% | +11.5% |
| 3Y | +47.6% | +65.5% | -18.0% | +31.3% |
| 5Y | +12.3% | +12.1% | +0.3% | +6.0% |
| 10Y | +62.4% | +305.4% | -243.0% | +22.0% |
| All | +632.6% | +543.3% | +89.3% | +363.0% |
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