+295.0%
CVS vs ACM
+230.8%
+64.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.0% | -3.7% | +7.7% | +4.9% |
| 30D | -2.4% | -11.1% | +8.7% | +0.1% |
| 3M | +2.7% | -8.0% | +10.6% | +4.2% |
| 6M | +21.9% | -29.7% | +51.5% | +31.7% |
| YTD | +24.7% | -29.4% | +54.1% | +33.9% |
| 1Y | +35.4% | -46.4% | +81.9% | +55.7% |
| 3Y | +65.2% | -22.3% | +87.5% | +70.2% |
| 5Y | +30.5% | +4.5% | +26.1% | +22.8% |
| 10Y | +40.4% | +127.6% | -87.3% | +3.0% |
| All | +295.0% | +230.8% | +64.2% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling