+1,681.4%
CVS vs COO
+5,493.5%
-3,812.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.5% |
| 7D | -3.7% | +4.3% | -8.0% | -4.0% |
| 30D | -0.3% | +17.6% | -17.9% | -1.3% |
| 3M | -10.3% | -13.9% | +3.6% | -9.7% |
| 6M | -4.6% | +6.6% | -11.1% | -5.1% |
| YTD | +10.7% | -22.0% | +32.7% | +11.9% |
| 1Y | +11.2% | -8.8% | +20.0% | +11.5% |
| 3Y | +43.0% | -21.5% | +64.5% | +43.9% |
| 5Y | +8.6% | -41.0% | +49.6% | +10.6% |
| 10Y | +52.0% | +40.9% | +11.1% | +48.4% |
| All | +1,681.4% | +5,493.5% | -3,812.0% | +1,507.9% |
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 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