+1,081.4%
CVS vs AGI
+5,269.5%
-4,188.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.9% |
| 30D | +1.9% | +6.8% | -4.8% | +1.8% |
| 3M | -2.2% | +8.3% | -10.5% | -2.3% |
| 6M | +26.7% | -29.2% | +56.0% | +27.1% |
| YTD | +22.9% | -7.3% | +30.1% | +22.8% |
| 1Y | +32.9% | +8.0% | +24.9% | +32.6% |
| 3Y | +62.3% | +206.6% | -144.3% | +59.9% |
| 5Y | +34.2% | +398.1% | -363.9% | +31.3% |
| 10Y | +41.8% | +384.0% | -342.2% | +38.3% |
| All | +1,081.4% | +5,269.5% | -4,188.1% | +1,073.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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