+32.4%
CVS vs ALC
-14.0%
+46.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +4.0% | -2.1% | +6.1% | +4.2% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +2.7% | +5.9% | -3.2% | +1.9% |
| 6M | +21.9% | -15.9% | +37.8% | +24.2% |
| YTD | +24.7% | -10.1% | +34.9% | +25.8% |
| 1Y | +35.4% | -10.2% | +45.7% | +36.3% |
| 3Y | +65.2% | -13.6% | +78.7% | +66.3% |
| All | +32.4% | -14.0% | +46.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling