+1,636.1%
CVS vs ALL
+3,667.9%
-2,031.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | -2.4% | -1.5% | -0.9% | -2.1% |
| 3M | +2.7% | +23.6% | -21.0% | -3.8% |
| 6M | +21.9% | +22.3% | -0.5% | +14.4% |
| YTD | +24.7% | +26.5% | -1.8% | +15.8% |
| 1Y | +35.4% | +27.0% | +8.4% | +25.2% |
| 3Y | +65.2% | +149.6% | -84.4% | +23.9% |
| 5Y | +30.5% | +118.1% | -87.5% | +0.2% |
| 10Y | +40.4% | +369.0% | -328.6% | -14.0% |
| All | +1,636.1% | +3,667.9% | -2,031.8% | +538.6% |
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