+1,770.7%
CVS vs AXP
+6,616.0%
-4,845.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | -2.9% | +14.8% | +12.8% |
| 30D | +2.8% | +3.7% | -1.0% | +1.5% |
| 3M | -3.6% | -4.9% | +1.3% | -2.5% |
| 6M | -1.6% | +4.1% | -5.7% | -3.2% |
| YTD | +16.3% | -11.7% | +27.9% | +19.0% |
| 1Y | +15.5% | -11.7% | +27.3% | +18.2% |
| 3Y | +48.1% | +116.5% | -68.4% | +16.1% |
| 5Y | +12.3% | +89.5% | -77.2% | -10.5% |
| 10Y | +62.7% | +424.9% | -362.2% | -6.0% |
| All | +1,770.7% | +6,616.0% | -4,845.3% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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