+60.4%
CVS vs ALB
+32.4%
+28.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +6.6% | -5.8% | +12.3% | +7.2% |
| 30D | -0.4% | -4.5% | +4.1% | -0.1% |
| 3M | -5.3% | -28.1% | +22.8% | -1.9% |
| 6M | -7.7% | -53.2% | +45.5% | +0.2% |
| YTD | +16.0% | -33.3% | +49.4% | +19.3% |
| 1Y | +16.2% | -17.4% | +33.6% | +16.1% |
| 3Y | +47.6% | -14.1% | +61.7% | +39.7% |
| 5Y | +12.3% | -64.0% | +76.4% | +18.6% |
| All | +60.4% | +32.4% | +28.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling