+57.2%
CVS vs APD
+187.0%
-129.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | -2.6% | -0.2% | -2.4% | -2.7% |
| 30D | +4.0% | +11.0% | -7.0% | +0.2% |
| 3M | -6.3% | +1.3% | -7.6% | -7.0% |
| 6M | -0.4% | +6.4% | -6.7% | -3.1% |
| YTD | +15.6% | +28.9% | -13.3% | +4.5% |
| 1Y | +18.3% | +23.2% | -4.9% | +8.4% |
| 3Y | +47.3% | +26.3% | +20.9% | +30.4% |
| 5Y | +13.2% | +12.0% | +1.1% | +2.9% |
| 10Y | +57.2% | +183.2% | -126.0% | -7.5% |
| All | +57.2% | +187.0% | -129.8% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling