+5.6%
CVS vs COMP
+23.8%
-18.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +7.7% | -20.3% | -12.7% |
| 7D | -11.1% | +9.5% | -20.6% | -11.4% |
| 30D | -7.4% | +8.1% | -15.5% | -7.7% |
| 3M | -22.9% | -16.3% | -6.5% | -22.4% |
| 6M | -1.2% | +42.2% | -43.4% | -5.2% |
| YTD | +3.9% | -5.0% | +8.9% | +1.5% |
| 1Y | +5.6% | +20.1% | -14.5% | -2.9% |
| All | +5.6% | +23.8% | -18.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling