+31.8%
CVS vs IT
-45.7%
+77.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -1.9% | -9.1% | +7.2% | -1.5% |
| 30D | -0.3% | -12.2% | +11.9% | +0.3% |
| 3M | -1.1% | +7.8% | -8.9% | -1.9% |
| 6M | +23.7% | +2.0% | +21.7% | +23.1% |
| YTD | +23.0% | -32.7% | +55.7% | +26.9% |
| 1Y | +37.2% | -31.1% | +68.3% | +40.8% |
| 3Y | +62.4% | -52.1% | +114.5% | +71.7% |
| 5Y | +31.8% | -46.3% | +78.1% | +30.4% |
| All | +31.8% | -45.7% | +77.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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