+1,907.2%
CVS vs GAP
+2,258.2%
-351.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.0% | -4.5% | +8.4% | +4.7% |
| 30D | -2.4% | +9.0% | -11.4% | -4.1% |
| 3M | +2.7% | +5.0% | -2.3% | +1.3% |
| 6M | +21.9% | -17.8% | +39.7% | +24.4% |
| YTD | +24.7% | -10.4% | +35.1% | +25.2% |
| 1Y | +35.4% | -3.4% | +38.8% | +33.6% |
| 3Y | +65.2% | +111.5% | -46.3% | +32.9% |
| 5Y | +30.5% | +8.8% | +21.7% | +12.5% |
| 10Y | +40.4% | +32.9% | +7.5% | +2.5% |
| All | +1,907.2% | +2,258.2% | -351.1% | +542.5% |
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