+1,907.2%
CVS vs B
+803.7%
+1,103.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +4.0% | -1.6% | +5.5% | +4.0% |
| 30D | -2.4% | +9.4% | -11.8% | -2.7% |
| 3M | +2.7% | +5.0% | -2.3% | +2.4% |
| 6M | +21.9% | -3.5% | +25.4% | +21.8% |
| YTD | +24.7% | +4.5% | +20.3% | +24.3% |
| 1Y | +35.4% | +67.8% | -32.3% | +33.1% |
| 3Y | +65.2% | +196.7% | -131.5% | +59.6% |
| 5Y | +30.5% | +151.9% | -121.4% | +26.3% |
| 10Y | +40.4% | +202.2% | -161.8% | +34.5% |
| All | +1,907.2% | +803.7% | +1,103.4% | +1,971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling