+1,907.2%
CVS vs APD
+6,115.6%
-4,208.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.0% | -2.2% | +6.2% | +4.7% |
| 30D | -2.4% | +2.1% | -4.5% | -3.1% |
| 3M | +2.7% | +7.2% | -4.5% | +0.1% |
| 6M | +21.9% | +11.2% | +10.6% | +17.3% |
| YTD | +24.7% | +24.4% | +0.4% | +15.5% |
| 1Y | +35.4% | +6.7% | +28.8% | +31.1% |
| 3Y | +65.2% | +9.2% | +55.9% | +55.3% |
| 5Y | +30.5% | +27.4% | +3.2% | +15.1% |
| 10Y | +40.4% | +164.8% | -124.5% | -3.9% |
| All | +1,907.2% | +6,115.6% | -4,208.5% | +357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling