+65.4%
CVS vs APD
+11.2%
+54.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.0% | -2.2% | +6.2% | +4.4% |
| 30D | -2.4% | +2.1% | -4.5% | -2.8% |
| 3M | +2.7% | +7.2% | -4.5% | +1.2% |
| 6M | +21.9% | +11.2% | +10.6% | +19.2% |
| YTD | +24.7% | +24.4% | +0.4% | +19.1% |
| 1Y | +35.4% | +6.7% | +28.8% | +33.3% |
| All | +65.4% | +11.2% | +54.2% | +62.1% |
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