+1,907.2%
CVS vs GEN
+8,838.9%
-6,931.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +4.0% | -1.2% | +5.1% | +4.1% |
| 30D | -2.4% | +10.1% | -12.5% | -3.4% |
| 3M | +2.7% | +16.1% | -13.4% | +1.0% |
| 6M | +21.9% | +38.9% | -17.0% | +17.4% |
| YTD | +24.7% | +14.4% | +10.3% | +22.4% |
| 1Y | +35.4% | +5.9% | +29.6% | +33.8% |
| 3Y | +65.2% | +58.8% | +6.4% | +55.8% |
| 5Y | +30.5% | +24.7% | +5.9% | +25.2% |
| 10Y | +40.4% | +163.1% | -122.7% | +22.7% |
| All | +1,907.2% | +8,838.9% | -6,931.7% | +921.0% |
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