+18.3%
CVS vs APD
+22.2%
-3.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.7% |
| 30D | +4.0% | +11.0% | -7.0% | +2.9% |
| 3M | -6.3% | +1.3% | -7.6% | -6.6% |
| 6M | -0.4% | +6.4% | -6.7% | -1.0% |
| YTD | +15.6% | +28.9% | -13.3% | +12.7% |
| 1Y | +18.3% | +23.2% | -4.9% | +14.7% |
| All | +18.3% | +22.2% | -3.9% | +14.7% |
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