+43.0%
CVS vs APD
+27.3%
+15.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.3% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | -0.3% | +10.6% | -10.9% | -2.3% |
| 3M | -10.3% | +2.5% | -12.8% | -10.8% |
| 6M | -4.6% | +6.0% | -10.5% | -5.9% |
| YTD | +10.7% | +28.4% | -17.7% | +4.8% |
| 1Y | +11.2% | +22.2% | -10.9% | +6.2% |
| 3Y | +43.0% | +26.6% | +16.5% | +38.4% |
| All | +43.0% | +27.3% | +15.8% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling