+31.9%
CVS vs COO
-38.8%
+70.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +4.0% | -2.2% | +6.2% | +4.3% |
| 30D | -2.4% | -7.0% | +4.6% | -1.3% |
| 3M | +2.7% | +12.2% | -9.5% | +0.7% |
| 6M | +21.9% | -15.1% | +37.0% | +24.8% |
| YTD | +24.7% | -15.1% | +39.8% | +27.7% |
| 1Y | +35.4% | +2.3% | +33.1% | +34.1% |
| 3Y | +65.2% | -23.7% | +88.9% | +69.5% |
| All | +31.9% | -38.8% | +70.6% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling