+86.5%
CVS vs ACI
+25.9%
+60.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | -2.4% | +5.9% | -8.3% | -3.1% |
| 3M | +2.7% | -19.8% | +22.4% | +5.1% |
| 6M | +21.9% | -24.7% | +46.6% | +25.7% |
| YTD | +24.7% | -24.4% | +49.1% | +28.5% |
| 1Y | +35.4% | -31.5% | +66.9% | +41.2% |
| 3Y | +65.2% | -38.7% | +103.9% | +74.1% |
| 5Y | +30.5% | -42.8% | +73.4% | +36.8% |
| All | +86.5% | +25.9% | +60.6% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling