+67.4%
CVS vs ACHR
-43.7%
+111.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +4.0% | -0.7% | +4.7% | +4.0% |
| 30D | -2.4% | +9.8% | -12.2% | -2.6% |
| 3M | +2.7% | -10.5% | +13.2% | +2.7% |
| 6M | +21.9% | -15.5% | +37.4% | +22.0% |
| YTD | +24.7% | -24.1% | +48.8% | +25.0% |
| 1Y | +35.4% | -32.4% | +67.9% | +35.7% |
| 3Y | +65.2% | -11.6% | +76.8% | +61.9% |
| 5Y | +30.5% | -42.9% | +73.4% | +28.9% |
| All | +67.4% | -43.7% | +111.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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