+35.9%
CVS vs COMP
-52.0%
+87.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.6% | +2.8% |
| 7D | -7.1% | +13.4% | -20.5% | -7.5% |
| 30D | -4.0% | +11.1% | -15.1% | -4.4% |
| 3M | -12.2% | -18.8% | +6.6% | -11.8% |
| 6M | -2.2% | +10.5% | -12.7% | -2.9% |
| YTD | +8.9% | -3.4% | +12.3% | +8.1% |
| 1Y | +9.9% | +19.7% | -9.8% | +8.3% |
| 3Y | +32.1% | +381.6% | -349.5% | +23.4% |
| 5Y | +5.7% | -17.6% | +23.3% | 0.0% |
| All | +35.9% | -52.0% | +87.8% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling