+1,767.1%
CVS vs GAP
+2,131.7%
-364.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | +6.6% | -1.9% | +8.5% | +6.9% |
| 30D | -0.4% | -7.1% | +6.6% | +0.4% |
| 3M | -5.3% | +4.1% | -9.4% | -6.6% |
| 6M | -7.7% | +1.9% | -9.6% | -9.2% |
| YTD | +16.0% | -15.2% | +31.2% | +16.9% |
| 1Y | +16.2% | -10.6% | +26.9% | +15.9% |
| 3Y | +47.6% | +74.6% | -27.0% | +22.7% |
| 5Y | +12.3% | +3.7% | +8.7% | -2.7% |
| 10Y | +62.4% | +2.4% | +60.0% | +24.5% |
| All | +1,767.1% | +2,131.7% | -364.5% | +499.9% |
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