+57.2%
CVS vs AR
+52.4%
+4.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.3% | +1.9% | +5.8% |
| 7D | -2.6% | -5.8% | +3.1% | -2.1% |
| 30D | +4.0% | +4.8% | -0.8% | +3.7% |
| 3M | -6.3% | +1.5% | -7.8% | -6.4% |
| 6M | -0.4% | +4.7% | -5.1% | -0.9% |
| YTD | +15.6% | +9.2% | +6.4% | +14.3% |
| 1Y | +18.3% | +11.2% | +7.2% | +16.8% |
| 3Y | +47.3% | +46.2% | +1.0% | +40.3% |
| 5Y | +13.2% | +98.1% | -84.9% | +3.4% |
| 10Y | +57.2% | +54.5% | +2.6% | +35.5% |
| All | +57.2% | +52.4% | +4.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling