+31.5%
CVS vs ACM
+4.8%
+26.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +0.4% | -12.9% | +13.3% | +2.8% |
| 3M | -0.4% | -6.4% | +5.9% | +0.4% |
| 6M | +25.1% | -29.2% | +54.4% | +33.3% |
| YTD | +23.9% | -29.9% | +53.8% | +31.4% |
| 1Y | +41.1% | -47.3% | +88.3% | +60.9% |
| 3Y | +63.6% | -19.6% | +83.2% | +63.3% |
| 5Y | +31.5% | +5.5% | +26.0% | +20.4% |
| All | +31.5% | +4.8% | +26.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling