+18.3%
CVS vs ACM
-45.8%
+64.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.4% |
| 7D | -2.6% | +6.6% | -9.2% | -2.5% |
| 30D | +4.0% | +19.8% | -15.7% | +4.2% |
| 3M | -6.3% | -3.1% | -3.2% | -6.5% |
| 6M | -0.4% | -11.5% | +11.1% | -1.1% |
| YTD | +15.6% | -24.7% | +40.3% | +14.1% |
| 1Y | +18.3% | -45.1% | +63.4% | +21.4% |
| All | +18.3% | -45.8% | +64.1% | +21.4% |
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 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