+63.6%
CVS vs ADM
+18.5%
+45.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +0.4% | +11.0% | -10.6% | -1.4% |
| 3M | -0.4% | +6.0% | -6.4% | -1.5% |
| 6M | +25.1% | +26.9% | -1.8% | +20.1% |
| YTD | +23.9% | +50.0% | -26.1% | +15.6% |
| 1Y | +41.1% | +39.6% | +1.5% | +33.0% |
| 3Y | +63.6% | +18.5% | +45.1% | +58.0% |
| All | +63.6% | +18.5% | +45.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling