+118.7%
CVS vs AR
-29.4%
+148.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.5% |
| 7D | +12.0% | +2.1% | +9.9% | +11.8% |
| 30D | +2.8% | +4.5% | -1.8% | +2.4% |
| 3M | -3.6% | +1.0% | -4.6% | -3.7% |
| 6M | -1.6% | +4.4% | -6.1% | -2.1% |
| YTD | +16.3% | +10.9% | +5.4% | +14.9% |
| 1Y | +15.5% | +8.6% | +7.0% | +14.3% |
| 3Y | +48.1% | +48.5% | -0.4% | +41.4% |
| 5Y | +12.3% | +95.7% | -83.4% | +3.3% |
| 10Y | +62.7% | +55.5% | +7.2% | +38.3% |
| All | +118.7% | -29.4% | +148.1% | +95.4% |
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 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