+5.7%
CVS vs COO
-41.6%
+47.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.3% |
| 7D | -7.1% | +4.7% | -11.8% | -7.8% |
| 30D | -4.0% | +13.9% | -17.9% | -5.8% |
| 3M | -12.2% | -14.9% | +2.7% | -10.5% |
| 6M | -2.2% | +2.0% | -4.2% | -3.1% |
| YTD | +8.9% | -23.9% | +32.8% | +12.8% |
| 1Y | +9.9% | -9.6% | +19.5% | +10.6% |
| 3Y | +32.1% | -25.4% | +57.5% | +34.7% |
| All | +5.7% | -41.6% | +47.3% | +11.9% |
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