+5.6%
CVS vs AU
+42.5%
-37.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +8.0% | -20.5% | -12.4% |
| 7D | -11.1% | +0.8% | -11.9% | -10.9% |
| 30D | -7.4% | -7.0% | -0.5% | -7.1% |
| 3M | -22.9% | +8.5% | -31.4% | -23.3% |
| 6M | -1.2% | -1.3% | +0.1% | -1.6% |
| YTD | +3.9% | +6.8% | -2.9% | +1.0% |
| 1Y | +5.6% | +44.6% | -39.1% | -2.5% |
| All | +5.6% | +42.5% | -37.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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