+32.4%
CVS vs COP
+184.6%
-152.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +4.0% | +3.0% | +1.0% | +3.5% |
| 30D | -2.4% | +17.5% | -19.9% | -4.7% |
| 3M | +2.7% | +13.4% | -10.7% | +0.6% |
| 6M | +21.9% | +17.7% | +4.1% | +18.5% |
| YTD | +24.7% | +46.6% | -21.8% | +17.1% |
| 1Y | +35.4% | +44.6% | -9.2% | +27.2% |
| 3Y | +65.2% | +20.7% | +44.5% | +58.2% |
| All | +32.4% | +184.6% | -152.2% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling