+83.1%
CVS vs ALLE
+327.3%
-244.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -7.1% | -0.6% | -6.5% | -7.1% |
| 30D | -4.0% | +25.3% | -29.3% | -11.4% |
| 3M | -12.2% | +10.3% | -22.5% | -15.6% |
| 6M | -2.2% | +38.0% | -40.2% | -13.5% |
| YTD | +8.9% | +17.8% | -8.9% | +1.3% |
| 1Y | +9.9% | +13.6% | -3.7% | +3.5% |
| 3Y | +32.1% | +89.2% | -57.1% | +1.0% |
| 5Y | +5.7% | +51.1% | -45.4% | -14.0% |
| 10Y | +39.0% | +228.1% | -189.1% | -16.7% |
| All | +83.1% | +327.3% | -244.2% | +0.7% |
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