+22.1%
CVS vs AS
+133.7%
-111.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.7% |
| 7D | -10.0% | +7.1% | -17.1% | -10.1% |
| 30D | -5.2% | +12.8% | -18.1% | -5.5% |
| 3M | -17.4% | -14.7% | -2.6% | -17.1% |
| 6M | +2.1% | -9.9% | +12.1% | +2.3% |
| YTD | +5.6% | -16.1% | +21.8% | +5.9% |
| 1Y | +6.7% | +0.2% | +6.6% | +6.4% |
| All | +22.1% | +133.7% | -111.6% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling