+61.2%
CVS vs AA
+44.7%
+16.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +10.4% | +5.3% | +5.1% | +9.8% |
| 30D | +3.3% | -2.3% | +5.5% | +3.3% |
| 3M | -4.5% | -20.8% | +16.3% | -2.5% |
| 6M | -4.4% | -39.8% | +35.4% | 0.0% |
| YTD | +16.6% | -23.3% | +39.9% | +17.8% |
| 1Y | +15.3% | +1.8% | +13.5% | +12.4% |
| 3Y | +48.6% | +69.5% | -21.0% | +31.3% |
| 5Y | +12.9% | -18.0% | +30.9% | +5.0% |
| All | +61.2% | +44.7% | +16.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling