+1,907.2%
CVS vs AA
+295.2%
+1,612.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +4.0% | -0.7% | +4.6% | +4.1% |
| 30D | -2.4% | +5.0% | -7.4% | -3.4% |
| 3M | +2.7% | -35.8% | +38.5% | +9.2% |
| 6M | +21.9% | -18.4% | +40.3% | +23.8% |
| YTD | +24.7% | -5.5% | +30.2% | +23.1% |
| 1Y | +35.4% | +61.0% | -25.5% | +21.6% |
| 3Y | +65.2% | +66.2% | -1.0% | +40.8% |
| 5Y | +30.5% | +11.4% | +19.2% | +12.0% |
| 10Y | +40.4% | +116.9% | -76.5% | -6.6% |
| All | +1,907.2% | +295.2% | +1,612.0% | +740.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling