+362.0%
CVS vs CAPR
-99.1%
+461.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | +2.7% | -66.4% | +69.0% | +2.7% |
| 6M | +21.9% | -63.1% | +85.0% | +21.9% |
| YTD | +24.7% | -67.4% | +92.2% | +24.8% |
| 1Y | +35.4% | +58.2% | -22.8% | +34.4% |
| 3Y | +65.2% | +42.2% | +23.0% | +63.2% |
| 5Y | +30.5% | +87.3% | -56.7% | +28.6% |
| 10Y | +40.4% | -75.3% | +115.6% | +36.7% |
| All | +362.0% | -99.1% | +461.1% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling