+1,681.4%
CVS vs GEN
+8,591.0%
-6,909.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -0.3% | +28.2% | -28.5% | -2.9% |
| 3M | -10.3% | +2.6% | -12.9% | -10.9% |
| 6M | -4.6% | +32.7% | -37.3% | -7.8% |
| YTD | +10.7% | +11.3% | -0.5% | +8.5% |
| 1Y | +11.2% | +17.9% | -6.7% | +8.3% |
| 3Y | +43.0% | +66.3% | -23.3% | +33.9% |
| 5Y | +8.6% | +31.7% | -23.1% | +3.3% |
| 10Y | +52.0% | +150.0% | -98.1% | +33.0% |
| All | +1,681.4% | +8,591.0% | -6,909.5% | +805.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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