+1,907.2%
CVS vs ALK
+839.9%
+1,067.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +4.0% | -0.7% | +4.6% | +4.0% |
| 30D | -2.4% | -19.2% | +16.8% | +1.3% |
| 3M | +2.7% | -1.5% | +4.2% | +2.2% |
| 6M | +21.9% | -13.1% | +34.9% | +23.0% |
| YTD | +24.7% | -16.4% | +41.2% | +26.0% |
| 1Y | +35.4% | -33.1% | +68.5% | +42.0% |
| 3Y | +65.2% | +0.6% | +64.6% | +54.5% |
| 5Y | +30.5% | -26.4% | +56.9% | +26.8% |
| 10Y | +40.4% | -34.2% | +74.5% | +29.2% |
| All | +1,907.2% | +839.9% | +1,067.3% | +764.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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