+35.4%
CVS vs COP
+46.5%
-11.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.0% | +3.0% | +1.0% | +3.8% |
| 30D | -2.4% | +17.5% | -19.9% | -3.2% |
| 3M | +2.7% | +13.4% | -10.7% | +1.6% |
| 6M | +21.9% | +17.7% | +4.1% | +20.3% |
| YTD | +24.7% | +46.6% | -21.8% | +22.8% |
| 1Y | +35.4% | +44.6% | -9.2% | +36.0% |
| All | +35.4% | +46.5% | -11.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling