+41.9%
CVS vs ACM
+124.8%
-82.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -0.9% |
| 30D | -0.3% | -12.7% | +12.4% | +3.0% |
| 3M | -1.1% | -9.8% | +8.7% | +1.0% |
| 6M | +23.7% | -31.4% | +55.1% | +35.5% |
| YTD | +23.0% | -32.1% | +55.1% | +34.2% |
| 1Y | +37.2% | -47.8% | +85.0% | +61.3% |
| 3Y | +62.4% | -22.1% | +84.5% | +66.3% |
| 5Y | +31.8% | +1.8% | +30.0% | +22.0% |
| 10Y | +41.9% | +132.5% | -90.6% | -0.8% |
| All | +41.9% | +124.8% | -82.9% | -0.8% |
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