+60.4%
CVS vs ACM
+132.6%
-72.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +6.6% | +5.6% | +0.9% | +5.0% |
| 30D | -0.4% | +20.8% | -21.3% | -5.6% |
| 3M | -5.3% | +11.4% | -16.7% | -8.4% |
| 6M | -7.7% | +0.9% | -8.7% | -8.9% |
| YTD | +16.0% | -24.8% | +40.9% | +23.1% |
| 1Y | +16.2% | -46.4% | +62.7% | +36.8% |
| 3Y | +47.6% | -9.2% | +56.8% | +44.3% |
| 5Y | +12.3% | +5.0% | +7.4% | +3.0% |
| All | +60.4% | +132.6% | -72.2% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling