+113.5%
CVS vs ALC
+30.4%
+83.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | +6.6% | -1.1% | +7.7% | +6.7% |
| 30D | -0.4% | +16.0% | -16.5% | -3.6% |
| 3M | -5.3% | +0.8% | -6.1% | -5.7% |
| 6M | -7.7% | +16.8% | -24.5% | -11.0% |
| YTD | +16.0% | -5.5% | +21.5% | +16.0% |
| 1Y | +16.2% | -5.3% | +21.5% | +16.0% |
| 3Y | +47.6% | +4.1% | +43.5% | +41.0% |
| 5Y | +12.3% | -7.1% | +19.4% | +9.0% |
| All | +113.5% | +30.4% | +83.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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