+57.2%
CVS vs ALB
+34.3%
+22.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +4.9% |
| 7D | -2.6% | +5.3% | -7.9% | -3.3% |
| 30D | +4.0% | -6.3% | +10.3% | +4.6% |
| 3M | -6.3% | -27.4% | +21.1% | -3.1% |
| 6M | -0.4% | -53.1% | +52.7% | +8.1% |
| YTD | +15.6% | -32.3% | +47.9% | +18.7% |
| 1Y | +18.3% | -7.3% | +25.6% | +16.4% |
| 3Y | +47.3% | -14.9% | +62.2% | +39.7% |
| 5Y | +13.2% | -62.0% | +75.2% | +18.2% |
| 10Y | +57.2% | +33.0% | +24.2% | +17.3% |
| All | +57.2% | +34.3% | +22.9% | +17.3% |
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