+1,760.0%
CVS vs COO
+5,462.0%
-3,702.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.4% |
| 7D | -2.6% | +4.5% | -7.1% | -2.9% |
| 30D | +4.0% | +16.9% | -12.9% | +3.1% |
| 3M | -6.3% | -16.7% | +10.4% | -5.5% |
| 6M | -0.4% | +5.9% | -6.3% | -0.9% |
| YTD | +15.6% | -22.4% | +38.0% | +16.9% |
| 1Y | +18.3% | -10.1% | +28.4% | +18.6% |
| 3Y | +47.3% | -22.8% | +70.0% | +48.3% |
| 5Y | +13.2% | -41.4% | +54.6% | +15.3% |
| 10Y | +57.2% | +41.3% | +15.9% | +53.5% |
| All | +1,760.0% | +5,462.0% | -3,702.0% | +1,579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling