+35.4%
CVS vs AG
+125.2%
-89.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +4.0% | +1.0% | +2.9% | +3.9% |
| 30D | -2.4% | +19.2% | -21.6% | -2.7% |
| 3M | +2.7% | +6.2% | -3.5% | +2.6% |
| 6M | +21.9% | -26.7% | +48.6% | +22.1% |
| YTD | +24.7% | +26.1% | -1.4% | +25.0% |
| 1Y | +35.4% | +131.7% | -96.2% | +38.1% |
| All | +35.4% | +125.2% | -89.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling