+41.9%
CVS vs APA
-1.1%
+43.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.0% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -0.3% | +9.3% | -9.6% | -1.3% |
| 3M | -1.1% | +23.3% | -24.5% | -3.4% |
| 6M | +23.7% | +39.5% | -15.8% | +18.7% |
| YTD | +23.0% | +87.6% | -64.6% | +14.0% |
| 1Y | +37.2% | +114.2% | -77.1% | +24.8% |
| 3Y | +62.4% | +13.6% | +48.9% | +55.5% |
| 5Y | +31.8% | +175.6% | -143.8% | +12.1% |
| 10Y | +41.9% | -2.6% | +44.5% | +22.6% |
| All | +41.9% | -1.1% | +43.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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