+1,879.0%
CVS vs CAH
+14,635.5%
-12,756.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | -2.2% | +0.3% | -1.2% |
| 30D | -0.3% | +1.2% | -1.5% | -0.7% |
| 3M | -1.1% | +13.1% | -14.2% | -4.9% |
| 6M | +23.7% | +8.5% | +15.2% | +20.2% |
| YTD | +23.0% | +17.6% | +5.4% | +16.1% |
| 1Y | +37.2% | +60.7% | -23.5% | +16.5% |
| 3Y | +62.4% | +183.2% | -120.7% | +14.0% |
| 5Y | +31.8% | +402.2% | -370.4% | -22.9% |
| 10Y | +41.9% | +302.3% | -260.4% | -14.6% |
| All | +1,879.0% | +14,635.5% | -12,756.5% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling