+1,776.3%
CVS vs ADM
+1,585.0%
+191.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | +3.3% | -14.7% | +18.0% | +7.2% |
| 3M | -4.5% | -10.4% | +5.9% | -2.2% |
| 6M | -4.4% | -10.9% | +6.6% | -2.0% |
| YTD | +16.6% | +26.0% | -9.4% | +9.3% |
| 1Y | +15.3% | +26.5% | -11.2% | +7.9% |
| 3Y | +48.6% | +8.2% | +40.3% | +41.1% |
| 5Y | +12.9% | +24.0% | -11.1% | +2.6% |
| 10Y | +63.2% | +128.4% | -65.2% | +26.9% |
| All | +1,776.3% | +1,585.0% | +191.3% | +687.5% |
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