+40.5%
CVS vs APD
+161.1%
-120.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.7% |
| 30D | +0.4% | -1.9% | +2.3% | +1.0% |
| 3M | -0.4% | +8.2% | -8.7% | -3.5% |
| 6M | +25.1% | +10.7% | +14.4% | +20.1% |
| YTD | +23.9% | +22.9% | +1.0% | +14.1% |
| 1Y | +41.1% | +5.8% | +35.3% | +36.5% |
| 3Y | +63.6% | +7.8% | +55.8% | +53.8% |
| 5Y | +31.5% | +26.1% | +5.4% | +12.7% |
| 10Y | +40.5% | +163.7% | -123.2% | -16.2% |
| All | +40.5% | +161.1% | -120.6% | -16.2% |
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