+42.9%
CVS vs COP
+329.5%
-286.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | +0.4% | +15.6% | -15.2% | -2.5% |
| 3M | -0.4% | +14.3% | -14.8% | -3.2% |
| 6M | +25.1% | +17.0% | +8.2% | +20.7% |
| YTD | +23.9% | +47.4% | -23.6% | +13.8% |
| 1Y | +41.1% | +52.4% | -11.3% | +28.4% |
| 3Y | +63.6% | +20.8% | +42.8% | +54.1% |
| 5Y | +31.5% | +191.7% | -160.2% | -0.7% |
| All | +42.9% | +329.5% | -286.6% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling