+1,045.2%
CVS vs CNC
+5,330.7%
-4,285.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +0.4% | -1.8% | +2.2% | +0.7% |
| 3M | -0.4% | -0.7% | +0.3% | -0.5% |
| 6M | +25.1% | +47.9% | -22.8% | +15.6% |
| YTD | +23.9% | +56.9% | -33.1% | +13.3% |
| 1Y | +41.1% | +123.9% | -82.9% | +20.2% |
| 3Y | +63.6% | -1.3% | +64.9% | +56.9% |
| 5Y | +31.5% | +2.8% | +28.8% | +24.9% |
| 10Y | +40.5% | +90.9% | -50.4% | +20.2% |
| All | +1,045.2% | +5,330.7% | -4,285.5% | +525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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