+201.3%
CVS vs INDA
+121.8%
+79.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +6.6% | +1.1% | +5.5% | +6.2% |
| 30D | -0.4% | +9.4% | -9.8% | -3.4% |
| 3M | -5.3% | +2.9% | -8.2% | -6.3% |
| 6M | -7.7% | +7.2% | -14.9% | -10.0% |
| YTD | +16.0% | -4.8% | +20.9% | +17.3% |
| 1Y | +16.2% | -5.1% | +21.3% | +17.6% |
| 3Y | +47.6% | +16.7% | +30.9% | +38.1% |
| 5Y | +12.3% | +8.8% | +3.6% | +7.1% |
| 10Y | +62.4% | +116.2% | -53.9% | +20.4% |
| All | +201.3% | +121.8% | +79.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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