+134.7%
CVS vs AR
-27.2%
+161.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.0% | +2.5% | +1.5% | +3.8% |
| 30D | -2.4% | +14.8% | -17.2% | -3.4% |
| 3M | +2.7% | +6.2% | -3.6% | +2.1% |
| 6M | +21.9% | +4.3% | +17.6% | +21.2% |
| YTD | +24.7% | +14.4% | +10.4% | +23.1% |
| 1Y | +35.4% | +21.3% | +14.1% | +32.8% |
| 3Y | +65.2% | +39.8% | +25.4% | +58.3% |
| 5Y | +30.5% | +142.1% | -111.5% | +18.1% |
| 10Y | +40.4% | +52.0% | -11.7% | +19.3% |
| All | +134.7% | -27.2% | +161.9% | +109.2% |
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 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