+35.4%
CVS vs ACM
-45.8%
+81.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.0% | -3.7% | +7.7% | +3.9% |
| 30D | -2.4% | -11.1% | +8.7% | -2.6% |
| 3M | +2.7% | -8.0% | +10.6% | +2.6% |
| 6M | +21.9% | -29.7% | +51.5% | +21.3% |
| YTD | +24.7% | -29.4% | +54.1% | +23.5% |
| 1Y | +35.4% | -46.4% | +81.9% | +38.5% |
| All | +35.4% | -45.8% | +81.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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