+13.2%
CVS vs ADM
+23.4%
-10.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.3% |
| 30D | +4.0% | -13.3% | +17.3% | +7.3% |
| 3M | -6.3% | -13.4% | +7.1% | -3.5% |
| 6M | -0.4% | -9.6% | +9.2% | +1.5% |
| YTD | +15.6% | +23.0% | -7.4% | +9.3% |
| 1Y | +18.3% | +27.4% | -9.0% | +11.0% |
| 3Y | +47.3% | +5.7% | +41.6% | +42.0% |
| 5Y | +13.2% | +22.1% | -8.9% | +1.2% |
| All | +13.2% | +23.4% | -10.2% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling