+1,415.5%
CVS vs ALL
+3,598.8%
-2,183.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +4.4% |
| 7D | -7.1% | -1.9% | -5.1% | -6.8% |
| 30D | -4.0% | +13.8% | -17.8% | -7.8% |
| 3M | -12.2% | -7.0% | -5.2% | -10.7% |
| 6M | -2.2% | +18.0% | -20.2% | -7.5% |
| YTD | +8.9% | +24.2% | -15.3% | +1.2% |
| 1Y | +9.9% | +31.2% | -21.3% | +0.5% |
| 3Y | +32.1% | +107.5% | -75.4% | +4.3% |
| 5Y | +5.7% | +144.8% | -139.1% | -21.8% |
| 10Y | +39.0% | +375.8% | -336.7% | -15.4% |
| All | +1,415.5% | +3,598.8% | -2,183.2% | +458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling