+1,945.2%
CVS vs ALB
+2,835.3%
-890.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.3% |
| 7D | +4.0% | -8.1% | +12.0% | +5.4% |
| 30D | -2.4% | +6.3% | -8.7% | -3.6% |
| 3M | +2.7% | -23.6% | +26.2% | +6.8% |
| 6M | +21.9% | -24.6% | +46.5% | +26.1% |
| YTD | +24.7% | -10.3% | +35.0% | +24.2% |
| 1Y | +35.4% | +61.5% | -26.0% | +19.8% |
| 3Y | +65.2% | -34.0% | +99.2% | +62.6% |
| 5Y | +30.5% | -44.6% | +75.1% | +26.4% |
| 10Y | +40.4% | +76.1% | -35.7% | -2.3% |
| All | +1,945.2% | +2,835.3% | -890.1% | +746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling