+18.3%
CVS vs COMP
+16.2%
+2.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.4% | +11.8% | +4.6% |
| 7D | -2.6% | +7.2% | -9.8% | -3.0% |
| 30D | +4.0% | +6.4% | -2.3% | +3.6% |
| 3M | -6.3% | -19.4% | +13.1% | -5.6% |
| 6M | -0.4% | +14.6% | -14.9% | -2.5% |
| YTD | +15.6% | -5.5% | +21.1% | +12.7% |
| 1Y | +18.3% | +13.7% | +4.7% | +8.7% |
| All | +18.3% | +16.2% | +2.2% | +8.7% |
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