+1,907.2%
CVS vs KEY
+1,050.5%
+856.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +4.0% | +2.2% | +1.8% | +3.5% |
| 30D | -2.4% | -3.0% | +0.6% | -1.8% |
| 3M | +2.7% | +3.3% | -0.7% | +1.9% |
| 6M | +21.9% | +9.2% | +12.7% | +19.4% |
| YTD | +24.7% | +10.6% | +14.1% | +21.7% |
| 1Y | +35.4% | +20.4% | +15.0% | +29.6% |
| 3Y | +65.2% | +121.8% | -56.7% | +36.8% |
| 5Y | +30.5% | +41.1% | -10.6% | +14.7% |
| 10Y | +40.4% | +168.5% | -128.2% | +3.0% |
| All | +1,907.2% | +1,050.5% | +856.6% | +674.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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