+65.4%
CVS vs B
+202.9%
-137.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +4.0% | -1.6% | +5.5% | +4.0% |
| 30D | -2.4% | +9.4% | -11.8% | -3.1% |
| 3M | +2.7% | +5.0% | -2.3% | +2.2% |
| 6M | +21.9% | -3.5% | +25.4% | +21.7% |
| YTD | +24.7% | +4.5% | +20.3% | +23.3% |
| 1Y | +35.4% | +67.8% | -32.3% | +27.3% |
| All | +65.4% | +202.9% | -137.5% | +42.6% |
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