+133.4%
CVS vs ALM
+7,705.7%
-7,572.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +4.0% | -2.6% | +6.6% | +4.0% |
| 30D | -2.4% | +32.0% | -34.4% | -2.5% |
| 3M | +2.7% | -15.0% | +17.7% | +2.7% |
| 6M | +21.9% | -10.1% | +32.0% | +21.8% |
| YTD | +24.7% | +99.4% | -74.7% | +24.4% |
| 1Y | +35.4% | +316.4% | -280.9% | +34.9% |
| 3Y | +65.2% | +2,022.0% | -1,956.8% | +63.6% |
| 5Y | +30.5% | +941.2% | -910.6% | +29.4% |
| 10Y | +40.4% | +2,950.3% | -2,910.0% | +38.6% |
| All | +133.4% | +7,705.7% | -7,572.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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