+41.9%
CVS vs ALB
+80.1%
-38.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | -1.9% | -8.6% | +6.7% | -0.9% |
| 30D | -0.3% | -4.0% | +3.7% | +0.1% |
| 3M | -1.1% | -17.4% | +16.3% | +0.8% |
| 6M | +23.7% | -25.4% | +49.1% | +26.9% |
| YTD | +23.0% | -10.5% | +33.5% | +22.5% |
| 1Y | +37.2% | +75.8% | -38.7% | +24.0% |
| 3Y | +62.4% | -28.5% | +91.0% | +61.0% |
| 5Y | +31.8% | -45.1% | +76.9% | +30.6% |
| 10Y | +41.9% | +87.3% | -45.4% | -3.1% |
| All | +41.9% | +80.1% | -38.2% | -3.1% |
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