+32.1%
CVS vs B
+165.5%
-133.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | -7.1% | +9.6% | -16.7% | -7.4% |
| 30D | -4.0% | +3.5% | -7.5% | -4.0% |
| 3M | -12.2% | -1.6% | -10.7% | -12.2% |
| 6M | -2.2% | -1.7% | -0.5% | -2.4% |
| YTD | +8.9% | -5.3% | +14.2% | +8.4% |
| 1Y | +9.9% | +27.2% | -17.3% | +6.6% |
| 3Y | +32.1% | +166.1% | -134.0% | +15.5% |
| All | +32.1% | +165.5% | -133.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling