+37.2%
CVS vs ACI
-35.6%
+72.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.9% | -5.0% | +3.1% | -1.4% |
| 30D | -0.3% | -2.3% | +2.0% | 0.0% |
| 3M | -1.1% | -23.2% | +22.1% | +2.0% |
| 6M | +23.7% | -29.5% | +53.2% | +29.3% |
| YTD | +23.0% | -28.6% | +51.6% | +27.5% |
| 1Y | +37.2% | -34.0% | +71.2% | +45.5% |
| All | +37.2% | -35.6% | +72.8% | +45.5% |
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