+244.8%
CVS vs ACM
+233.3%
+11.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -7.1% | +5.4% | -12.5% | -8.5% |
| 30D | -4.0% | +15.1% | -19.1% | -7.5% |
| 3M | -12.2% | -10.5% | -1.8% | -10.4% |
| 6M | -2.2% | -19.7% | +17.5% | +2.1% |
| YTD | +8.9% | -28.8% | +37.7% | +16.3% |
| 1Y | +9.9% | -47.9% | +57.7% | +27.1% |
| 3Y | +32.1% | -12.4% | +44.5% | +31.6% |
| 5Y | +5.7% | +0.6% | +5.1% | +0.4% |
| 10Y | +39.0% | +161.3% | -122.2% | -1.4% |
| All | +244.8% | +233.3% | +11.5% | +102.5% |
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