+1,770.7%
CVS vs COP
+4,661.5%
-2,890.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +12.0% | +0.7% | +11.3% | +11.8% |
| 30D | +2.8% | +0.2% | +2.5% | +2.8% |
| 3M | -3.6% | +10.2% | -13.8% | -5.8% |
| 6M | -1.6% | +20.1% | -21.7% | -5.9% |
| YTD | +16.3% | +50.5% | -34.3% | +5.0% |
| 1Y | +15.5% | +56.8% | -41.3% | +3.2% |
| 3Y | +48.1% | +30.3% | +17.8% | +35.8% |
| 5Y | +12.3% | +126.8% | -114.5% | -12.3% |
| 10Y | +62.7% | +325.0% | -262.3% | +0.8% |
| All | +1,770.7% | +4,661.5% | -2,890.9% | +518.4% |
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