+40.5%
CVS vs B
+186.6%
-146.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.6% | +2.3% | -3.9% | -1.7% |
| 30D | +0.4% | +1.4% | -1.0% | +0.3% |
| 3M | -0.4% | +12.2% | -12.6% | -1.1% |
| 6M | +25.1% | -2.1% | +27.3% | +24.9% |
| YTD | +23.9% | +2.9% | +20.9% | +23.2% |
| 1Y | +41.1% | +55.3% | -14.2% | +37.4% |
| 3Y | +63.6% | +198.7% | -135.1% | +54.0% |
| 5Y | +31.5% | +153.8% | -122.2% | +24.1% |
| 10Y | +40.5% | +193.4% | -152.9% | +33.1% |
| All | +40.5% | +186.6% | -146.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling