+41.0%
CVS vs CAH
+297.3%
-256.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | -2.0% | -5.1% | +3.1% | +0.2% |
| 30D | +1.9% | -1.8% | +3.7% | +2.6% |
| 3M | -2.2% | +9.4% | -11.5% | -6.1% |
| 6M | +26.7% | +9.2% | +17.5% | +21.3% |
| YTD | +22.9% | +15.7% | +7.2% | +14.0% |
| 1Y | +32.9% | +59.7% | -26.8% | +5.1% |
| 3Y | +62.3% | +178.5% | -116.2% | -4.4% |
| 5Y | +34.2% | +398.3% | -364.0% | -41.5% |
| All | +41.0% | +297.3% | -256.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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