+47.3%
CVS vs APA
+37.8%
+9.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.3% |
| 7D | -2.6% | -5.5% | +2.9% | -2.0% |
| 30D | +4.0% | -1.2% | +5.2% | +4.3% |
| 3M | -6.3% | +10.6% | -16.8% | -7.1% |
| 6M | -0.4% | +28.4% | -28.8% | -2.8% |
| YTD | +15.6% | +89.7% | -74.1% | +6.7% |
| 1Y | +18.3% | +90.6% | -72.3% | +9.0% |
| 3Y | +47.3% | +36.9% | +10.4% | +39.1% |
| All | +47.3% | +37.8% | +9.4% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling