+104.9%
CVS vs AR
-33.4%
+138.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | -7.1% | -14.3% | +7.2% | -6.0% |
| 30D | -4.0% | +1.4% | -5.4% | -4.1% |
| 3M | -12.2% | +3.4% | -15.6% | -12.5% |
| 6M | -2.2% | -2.1% | -0.1% | -2.2% |
| YTD | +8.9% | +4.7% | +4.2% | +8.1% |
| 1Y | +9.9% | +10.6% | -0.7% | +8.5% |
| 3Y | +32.1% | +24.6% | +7.5% | +27.8% |
| 5Y | +5.7% | +71.9% | -66.2% | -1.9% |
| 10Y | +39.0% | +46.4% | -7.4% | +18.7% |
| All | +104.9% | -33.4% | +138.2% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling