+65.4%
CVS vs CAPR
+56.4%
+9.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +4.0% | -2.0% | +5.9% | +4.0% |
| 30D | -2.4% | +139.2% | -141.6% | -2.3% |
| 3M | +2.7% | -66.4% | +69.0% | +2.5% |
| 6M | +21.9% | -63.1% | +85.0% | +21.7% |
| YTD | +24.7% | -67.4% | +92.2% | +24.5% |
| 1Y | +35.4% | +58.2% | -22.8% | +35.2% |
| All | +65.4% | +56.4% | +9.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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