+5.6%
CVS vs AG
+29.4%
-23.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +9.1% | -21.7% | -12.4% |
| 7D | -11.1% | -2.6% | -8.5% | -10.9% |
| 30D | -7.4% | -12.1% | +4.7% | -7.1% |
| 3M | -22.9% | -6.6% | -16.3% | -22.9% |
| 6M | -1.2% | -20.5% | +19.3% | -0.7% |
| YTD | +3.9% | -7.4% | +11.3% | +2.9% |
| 1Y | +5.6% | +33.4% | -27.8% | +1.9% |
| All | +5.6% | +29.4% | -23.8% | +1.9% |
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