+41.9%
CVS vs COO
+36.7%
+5.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +0.8% |
| 7D | -1.9% | -9.0% | +7.1% | +0.4% |
| 30D | -0.3% | -16.8% | +16.5% | +4.3% |
| 3M | -1.1% | -7.5% | +6.4% | +0.5% |
| 6M | +23.7% | -16.3% | +40.0% | +28.7% |
| YTD | +23.0% | -22.5% | +45.5% | +30.4% |
| 1Y | +37.2% | -7.0% | +44.1% | +38.0% |
| 3Y | +62.4% | -27.5% | +89.9% | +70.1% |
| 5Y | +31.8% | -43.3% | +75.1% | +47.3% |
| 10Y | +41.9% | +37.6% | +4.3% | +24.7% |
| All | +41.9% | +36.7% | +5.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling