+13.2%
CVS vs AME
+76.9%
-63.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | -4.1% | +1.5% | -1.4% |
| 30D | +4.0% | -4.1% | +8.2% | +5.3% |
| 3M | -6.3% | -5.6% | -0.7% | -4.9% |
| 6M | -0.4% | +2.8% | -3.2% | -1.7% |
| YTD | +15.6% | +16.6% | -1.0% | +9.2% |
| 1Y | +18.3% | +21.1% | -2.8% | +10.4% |
| 3Y | +47.3% | +61.1% | -13.8% | +20.5% |
| 5Y | +13.2% | +76.6% | -63.4% | -16.5% |
| All | +13.2% | +76.9% | -63.7% | -16.5% |
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