+1,907.2%
CVS vs ADM
+1,908.9%
-1.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +4.0% | +3.8% | +0.2% | +3.0% |
| 30D | -2.4% | +9.8% | -12.2% | -4.7% |
| 3M | +2.7% | +2.1% | +0.5% | +2.0% |
| 6M | +21.9% | +27.5% | -5.6% | +14.4% |
| YTD | +24.7% | +50.2% | -25.5% | +12.2% |
| 1Y | +35.4% | +40.6% | -5.1% | +23.6% |
| 3Y | +65.2% | +17.2% | +48.0% | +54.2% |
| 5Y | +30.5% | +61.9% | -31.3% | +11.4% |
| 10Y | +40.4% | +159.3% | -118.9% | +5.6% |
| All | +1,907.2% | +1,908.9% | -1.7% | +708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling