+920.6%
CVS vs CHRW
+3,633.2%
-2,712.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | -3.4% | +0.8% | -1.9% |
| 30D | +4.0% | -9.4% | +13.4% | +6.1% |
| 3M | -6.3% | -12.6% | +6.3% | -3.9% |
| 6M | -0.4% | -24.2% | +23.8% | +4.6% |
| YTD | +15.6% | -18.9% | +34.5% | +18.2% |
| 1Y | +18.3% | -13.7% | +32.0% | +19.1% |
| 3Y | +47.3% | +72.6% | -25.3% | +20.6% |
| 5Y | +13.2% | +55.6% | -42.4% | -7.0% |
| 10Y | +57.2% | +122.7% | -65.6% | +15.0% |
| All | +920.6% | +3,633.2% | -2,712.6% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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