+8.6%
CVS vs APD
+12.1%
-3.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.2% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | -0.3% | +10.6% | -10.9% | -2.8% |
| 3M | -10.3% | +2.5% | -12.8% | -11.0% |
| 6M | -4.6% | +6.0% | -10.5% | -6.2% |
| YTD | +10.7% | +28.4% | -17.7% | +3.4% |
| 1Y | +11.2% | +22.2% | -10.9% | +5.0% |
| 3Y | +43.0% | +26.6% | +16.5% | +32.6% |
| 5Y | +8.6% | +11.8% | -3.1% | +0.2% |
| All | +8.6% | +12.1% | -3.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling