+31.9%
CVS vs M
+27.3%
+4.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | +4.0% | +4.7% | -0.8% | +3.5% |
| 30D | -2.4% | -9.6% | +7.2% | -1.6% |
| 3M | +2.7% | +0.9% | +1.8% | +2.5% |
| 6M | +21.9% | +22.3% | -0.4% | +19.6% |
| YTD | +24.7% | +6.5% | +18.2% | +23.7% |
| 1Y | +35.4% | +38.8% | -3.3% | +31.2% |
| 3Y | +65.2% | +115.9% | -50.7% | +50.1% |
| All | +31.9% | +27.3% | +4.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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