+61.2%
CVS vs AME
+442.0%
-380.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +10.4% | +8.1% | +2.3% | +7.0% |
| 30D | +3.3% | -3.8% | +7.1% | +4.8% |
| 3M | -4.5% | -6.6% | +2.1% | -2.2% |
| 6M | -4.4% | +4.6% | -8.9% | -6.8% |
| YTD | +16.6% | +17.9% | -1.3% | +7.6% |
| 1Y | +15.3% | +23.2% | -7.9% | +4.4% |
| 3Y | +48.6% | +62.9% | -14.4% | +15.8% |
| 5Y | +12.9% | +77.5% | -64.6% | -16.8% |
| All | +61.2% | +442.0% | -380.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling