+31.5%
CVS vs ACI
-44.9%
+76.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | +0.4% | +1.1% | -0.7% | +0.2% |
| 3M | -0.4% | -23.6% | +23.2% | +3.5% |
| 6M | +25.1% | -29.9% | +55.1% | +31.8% |
| YTD | +23.9% | -26.9% | +50.7% | +29.3% |
| 1Y | +41.1% | -34.2% | +75.3% | +49.8% |
| 3Y | +63.6% | -43.6% | +107.2% | +77.9% |
| 5Y | +31.5% | -42.4% | +73.9% | +39.8% |
| All | +31.5% | -44.9% | +76.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling