+33.1%
CVS vs GM
+79.3%
-46.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | +1.9% | -3.4% | +5.3% | +2.4% |
| 3M | -2.2% | +8.7% | -10.9% | -3.5% |
| 6M | +26.7% | +15.4% | +11.3% | +23.7% |
| YTD | +22.9% | +6.6% | +16.3% | +20.9% |
| 1Y | +32.9% | +51.5% | -18.6% | +22.6% |
| 3Y | +62.3% | +169.3% | -107.1% | +32.4% |
| All | +33.1% | +79.3% | -46.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling