+1,907.2%
CVS vs COP
+4,537.2%
-2,630.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +4.0% | +3.0% | +1.0% | +3.3% |
| 30D | -2.4% | +17.5% | -19.9% | -6.0% |
| 3M | +2.7% | +13.4% | -10.7% | -0.5% |
| 6M | +21.9% | +17.7% | +4.1% | +16.8% |
| YTD | +24.7% | +46.6% | -21.8% | +13.4% |
| 1Y | +35.4% | +44.6% | -9.2% | +23.1% |
| 3Y | +65.2% | +20.7% | +44.5% | +53.9% |
| 5Y | +30.5% | +185.0% | -154.5% | -3.7% |
| 10Y | +40.4% | +347.0% | -306.6% | -14.4% |
| All | +1,907.2% | +4,537.2% | -2,630.0% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling