+52.0%
CVS vs B
+183.2%
-131.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.5% |
| 7D | -3.7% | +11.3% | -15.0% | -4.0% |
| 30D | -0.3% | +2.9% | -3.3% | -0.4% |
| 3M | -10.3% | -2.9% | -7.4% | -10.2% |
| 6M | -4.6% | -1.2% | -3.4% | -4.7% |
| YTD | +10.7% | -1.3% | +12.1% | +10.3% |
| 1Y | +11.2% | +30.4% | -19.2% | +9.4% |
| 3Y | +43.0% | +195.3% | -152.2% | +34.8% |
| 5Y | +8.6% | +146.2% | -137.6% | +2.7% |
| 10Y | +52.0% | +200.5% | -148.5% | +43.7% |
| All | +52.0% | +183.2% | -131.3% | +43.7% |
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