+41.9%
CVS vs ALL
+359.1%
-317.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.9% | -2.2% | +0.3% | -1.1% |
| 30D | -0.3% | -5.6% | +5.3% | +1.8% |
| 3M | -1.1% | +17.2% | -18.4% | -7.3% |
| 6M | +23.7% | +23.2% | +0.5% | +13.5% |
| YTD | +23.0% | +23.6% | -0.6% | +12.4% |
| 1Y | +37.2% | +29.2% | +8.0% | +22.8% |
| 3Y | +62.4% | +153.8% | -91.4% | +7.7% |
| 5Y | +31.8% | +116.1% | -84.3% | -9.1% |
| 10Y | +41.9% | +364.8% | -322.9% | -19.8% |
| All | +41.9% | +359.1% | -317.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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