+31.5%
CVS vs ALB
-43.6%
+75.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -1.6% | -4.4% | +2.8% | -1.4% |
| 30D | +0.4% | -1.2% | +1.6% | +0.4% |
| 3M | -0.4% | -13.3% | +12.9% | +0.2% |
| 6M | +25.1% | -19.8% | +44.9% | +26.1% |
| YTD | +23.9% | -7.9% | +31.8% | +23.5% |
| 1Y | +41.1% | +60.2% | -19.1% | +35.4% |
| 3Y | +63.6% | -26.4% | +90.1% | +62.6% |
| 5Y | +31.5% | -42.5% | +74.1% | +32.4% |
| All | +31.5% | -43.6% | +75.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling