+15.5%
CVS vs AS
+2.8%
+12.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.5% |
| 7D | +12.0% | -3.0% | +15.0% | +11.8% |
| 30D | +2.8% | +9.6% | -6.8% | +2.8% |
| 3M | -3.6% | -8.2% | +4.6% | -3.6% |
| 6M | -1.6% | -9.9% | +8.3% | -1.7% |
| YTD | +16.3% | -16.8% | +33.1% | +16.2% |
| 1Y | +15.5% | +3.0% | +12.5% | +14.5% |
| All | +15.5% | +2.8% | +12.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling