+12.5%
CVS vs CAG
-40.1%
+52.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.1% |
| 7D | +12.0% | -1.8% | +13.7% | +12.3% |
| 30D | +2.8% | +9.7% | -6.9% | +0.1% |
| 3M | -3.6% | +0.5% | -4.1% | -4.1% |
| 6M | -1.6% | +8.9% | -10.6% | -4.5% |
| YTD | +16.3% | -8.4% | +24.6% | +17.1% |
| 1Y | +15.5% | -8.3% | +23.8% | +16.3% |
| 3Y | +48.1% | -36.1% | +84.2% | +62.9% |
| All | +12.5% | -40.1% | +52.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling