+1,744.4%
CVS vs IT
+6,105.9%
-4,361.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +0.1% |
| 7D | +4.0% | -6.0% | +10.0% | +4.7% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | +2.7% | +13.1% | -10.4% | +0.2% |
| 6M | +21.9% | +11.7% | +10.2% | +18.5% |
| YTD | +24.7% | -26.1% | +50.9% | +27.4% |
| 1Y | +35.4% | -21.3% | +56.7% | +36.7% |
| 3Y | +65.2% | -46.7% | +111.9% | +73.0% |
| 5Y | +30.5% | -40.5% | +71.1% | +33.3% |
| 10Y | +40.4% | +103.9% | -63.5% | +19.5% |
| All | +1,744.4% | +6,105.9% | -4,361.5% | +1,053.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling