+31.5%
CVS vs AG
+65.4%
-33.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.7% |
| 7D | -1.6% | +4.5% | -6.0% | -1.7% |
| 30D | +0.4% | +12.9% | -12.5% | +0.1% |
| 3M | -0.4% | +20.9% | -21.4% | -1.0% |
| 6M | +25.1% | -19.5% | +44.7% | +25.4% |
| YTD | +23.9% | +24.8% | -0.9% | +22.7% |
| 1Y | +41.1% | +120.2% | -79.2% | +37.6% |
| 3Y | +63.6% | +279.0% | -215.4% | +53.9% |
| 5Y | +31.5% | +67.9% | -36.4% | +28.3% |
| All | +31.5% | +65.4% | -33.9% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling