+109.8%
CVS vs ALLE
+260.9%
-151.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.4% | -6.8% | +4.4% | -0.2% |
| 3M | +2.7% | +21.0% | -18.4% | -4.6% |
| 6M | +21.9% | +1.1% | +20.8% | +20.3% |
| YTD | +24.7% | -0.5% | +25.3% | +23.4% |
| 1Y | +35.4% | -7.3% | +42.7% | +37.2% |
| 3Y | +65.2% | +42.3% | +22.9% | +40.2% |
| 5Y | +30.5% | +13.5% | +17.1% | +18.4% |
| 10Y | +40.4% | +144.0% | -103.7% | -6.8% |
| All | +109.8% | +260.9% | -151.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling