+40.5%
CVS vs ACWI
+226.0%
-185.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.6% | +1.1% | -2.6% | -2.2% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -0.4% | +4.7% | -5.1% | -3.6% |
| 6M | +25.1% | +14.5% | +10.7% | +13.8% |
| YTD | +23.9% | +14.6% | +9.3% | +12.3% |
| 1Y | +41.1% | +21.4% | +19.6% | +22.8% |
| 3Y | +63.6% | +77.6% | -14.0% | +7.1% |
| 5Y | +31.5% | +68.1% | -36.6% | -11.2% |
| 10Y | +40.5% | +226.1% | -185.6% | -40.8% |
| All | +40.5% | +226.0% | -185.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling