+65.4%
CVS vs COO
-22.0%
+87.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +4.0% | -2.2% | +6.2% | +4.2% |
| 30D | -2.4% | -7.0% | +4.6% | -1.7% |
| 3M | +2.7% | +12.2% | -9.5% | +1.3% |
| 6M | +21.9% | -15.1% | +37.0% | +24.0% |
| YTD | +24.7% | -15.1% | +39.8% | +26.9% |
| 1Y | +35.4% | +2.3% | +33.1% | +34.7% |
| All | +65.4% | -22.0% | +87.4% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling