+5.7%
CVS vs ACM
-2.7%
+8.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -7.1% | +5.4% | -12.5% | -8.1% |
| 30D | -4.0% | +15.1% | -19.1% | -6.6% |
| 3M | -12.2% | -10.5% | -1.8% | -10.8% |
| 6M | -2.2% | -19.7% | +17.5% | +1.3% |
| YTD | +8.9% | -28.8% | +37.7% | +15.1% |
| 1Y | +9.9% | -47.9% | +57.7% | +26.3% |
| 3Y | +32.1% | -12.4% | +44.5% | +28.1% |
| All | +5.7% | -2.7% | +8.4% | -3.8% |
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 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