+40.5%
CVS vs AR
+45.1%
-4.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.6% | -1.8% | +0.3% | -1.4% |
| 30D | +0.4% | +12.6% | -12.2% | -0.6% |
| 3M | -0.4% | +10.0% | -10.5% | -1.3% |
| 6M | +25.1% | +0.6% | +24.5% | +24.8% |
| YTD | +23.9% | +13.4% | +10.5% | +22.2% |
| 1Y | +41.1% | +21.7% | +19.4% | +38.1% |
| 3Y | +63.6% | +45.8% | +17.8% | +55.8% |
| 5Y | +31.5% | +144.3% | -112.7% | +18.0% |
| 10Y | +40.5% | +41.8% | -1.3% | +21.4% |
| All | +40.5% | +45.1% | -4.6% | +21.4% |
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