+31.5%
CVS vs APA
+156.3%
-124.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | +0.4% | +15.7% | -15.3% | -1.1% |
| 3M | -0.4% | +16.5% | -16.9% | -2.1% |
| 6M | +25.1% | +35.1% | -10.0% | +20.4% |
| YTD | +23.9% | +82.2% | -58.3% | +15.0% |
| 1Y | +41.1% | +102.5% | -61.4% | +28.7% |
| 3Y | +63.6% | +10.3% | +53.3% | +56.7% |
| 5Y | +31.5% | +166.1% | -134.6% | +12.3% |
| All | +31.5% | +156.3% | -124.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling