+401.9%
CVS vs AG
+284.3%
+117.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +12.0% | -4.0% | +16.0% | +12.1% |
| 30D | +2.8% | -13.1% | +15.8% | +3.2% |
| 3M | -3.6% | -22.0% | +18.5% | -2.9% |
| 6M | -1.6% | -37.3% | +35.6% | -0.3% |
| YTD | +16.3% | -11.2% | +27.4% | +15.6% |
| 1Y | +15.5% | +23.9% | -8.4% | +13.1% |
| 3Y | +48.1% | +225.1% | -177.0% | +36.4% |
| 5Y | +12.3% | +7.7% | +4.6% | +7.3% |
| 10Y | +62.7% | +86.9% | -24.2% | +44.3% |
| All | +401.9% | +284.3% | +117.6% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling