+60.4%
CVS vs AR
+57.4%
+3.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +7.4% | -0.8% | +5.9% |
| 30D | -0.4% | +5.8% | -6.2% | -0.9% |
| 3M | -5.3% | +5.2% | -10.5% | -5.7% |
| 6M | -7.7% | +5.4% | -13.2% | -8.2% |
| YTD | +16.0% | +12.4% | +3.6% | +14.5% |
| 1Y | +16.2% | +12.8% | +3.4% | +14.5% |
| 3Y | +47.6% | +47.2% | +0.4% | +40.5% |
| 5Y | +12.3% | +101.1% | -88.8% | +2.4% |
| All | +60.4% | +57.4% | +3.1% | +37.2% |
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