+1,776.3%
CVS vs GAP
+2,150.7%
-374.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +10.4% | -5.2% | +15.6% | +11.3% |
| 30D | +3.3% | -6.9% | +10.2% | +4.1% |
| 3M | -4.5% | +5.7% | -10.2% | -6.2% |
| 6M | -4.4% | +0.9% | -5.3% | -5.8% |
| YTD | +16.6% | -14.5% | +31.1% | +17.3% |
| 1Y | +15.3% | -12.1% | +27.4% | +15.3% |
| 3Y | +48.6% | +72.2% | -23.6% | +23.8% |
| 5Y | +12.9% | +4.5% | +8.3% | -2.3% |
| 10Y | +63.2% | +3.3% | +59.9% | +24.9% |
| All | +1,776.3% | +2,150.7% | -374.4% | +501.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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