+658.6%
CVS vs AU
+789.2%
-130.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.7% |
| 7D | -1.9% | +0.6% | -2.6% | -1.9% |
| 30D | -0.3% | +12.3% | -12.6% | -0.6% |
| 3M | -1.1% | +29.4% | -30.5% | -1.8% |
| 6M | +23.7% | +3.2% | +20.5% | +23.4% |
| YTD | +23.0% | +31.8% | -8.8% | +21.9% |
| 1Y | +37.2% | +83.4% | -46.3% | +34.8% |
| 3Y | +62.4% | +623.1% | -560.7% | +53.9% |
| 5Y | +31.8% | +700.5% | -668.7% | +24.0% |
| 10Y | +41.9% | +717.6% | -675.7% | +31.3% |
| All | +658.6% | +789.2% | -130.6% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling