+5.6%
CVS vs APD
+36.4%
-30.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.9% | -14.4% | -12.6% |
| 7D | -11.1% | +3.8% | -14.9% | -11.4% |
| 30D | -7.4% | +14.1% | -21.6% | -8.5% |
| 3M | -22.9% | +8.2% | -31.1% | -23.4% |
| 6M | -1.2% | +7.5% | -8.7% | -1.9% |
| YTD | +3.9% | +31.7% | -27.8% | +1.6% |
| 1Y | +5.6% | +35.1% | -29.5% | +2.0% |
| All | +5.6% | +36.4% | -30.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling