+5.6%
CVS vs ACI
-18.4%
+24.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.5% | -16.1% | -12.8% |
| 7D | -11.1% | +4.5% | -15.6% | -11.5% |
| 30D | -7.4% | +20.9% | -28.3% | -9.2% |
| 3M | -22.9% | +15.2% | -38.1% | -23.9% |
| 6M | -1.2% | -13.3% | +12.1% | +1.0% |
| YTD | +3.9% | -16.2% | +20.0% | +5.2% |
| 1Y | +5.6% | -16.9% | +22.4% | +6.2% |
| All | +5.6% | -18.4% | +24.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling