+31.5%
CVS vs APD
+26.2%
+5.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | +0.4% | -1.9% | +2.3% | +0.8% |
| 3M | -0.4% | +8.2% | -8.7% | -2.5% |
| 6M | +25.1% | +10.7% | +14.4% | +21.7% |
| YTD | +23.9% | +22.9% | +1.0% | +17.1% |
| 1Y | +41.1% | +5.8% | +35.3% | +38.2% |
| 3Y | +63.6% | +7.8% | +55.8% | +58.6% |
| 5Y | +31.5% | +26.1% | +5.4% | +15.0% |
| All | +31.5% | +26.2% | +5.3% | +15.0% |
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