-2.2%
CVS vs ALLE
+39.2%
-41.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.0% |
| 7D | -7.1% | -0.6% | -6.5% | -7.2% |
| 30D | -4.0% | +25.3% | -29.3% | -3.6% |
| 3M | -12.2% | +10.3% | -22.5% | -12.5% |
| 6M | -2.2% | +38.0% | -40.2% | -1.6% |
| All | -2.2% | +39.2% | -41.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 6mo: compounded portfolio wealth divided by compounded ALLE 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…
6mo analysis · Full analysis span regression · 6 months rolling