+32.1%
CVS vs ACM
-12.3%
+44.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -7.1% | +5.4% | -12.5% | -7.7% |
| 30D | -4.0% | +15.1% | -19.1% | -5.5% |
| 3M | -12.2% | -10.5% | -1.8% | -11.4% |
| 6M | -2.2% | -19.7% | +17.5% | -0.1% |
| YTD | +8.9% | -28.8% | +37.7% | +12.7% |
| 1Y | +9.9% | -47.9% | +57.7% | +22.2% |
| 3Y | +32.1% | -12.4% | +44.5% | +28.8% |
| All | +32.1% | -12.3% | +44.4% | +28.8% |
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 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