+65.4%
CVS vs ACM
-19.2%
+84.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.0% | -3.7% | +7.7% | +4.4% |
| 30D | -2.4% | -11.1% | +8.7% | -1.2% |
| 3M | +2.7% | -8.0% | +10.6% | +3.5% |
| 6M | +21.9% | -29.7% | +51.5% | +27.4% |
| YTD | +24.7% | -29.4% | +54.1% | +29.5% |
| 1Y | +35.4% | -46.4% | +81.9% | +49.3% |
| All | +65.4% | -19.2% | +84.6% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling