+31.5%
CVS vs AME
+85.0%
-53.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +2.8% | -4.4% | -2.4% |
| 30D | +0.4% | -6.3% | +6.7% | +2.3% |
| 3M | -0.4% | +5.4% | -5.8% | -2.3% |
| 6M | +25.1% | +7.4% | +17.7% | +21.7% |
| YTD | +23.9% | +16.2% | +7.7% | +17.3% |
| 1Y | +41.1% | +26.8% | +14.3% | +29.4% |
| 3Y | +63.6% | +57.5% | +6.1% | +35.1% |
| 5Y | +31.5% | +84.8% | -53.3% | -3.0% |
| All | +31.5% | +85.0% | -53.5% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling