+1,439.7%
CVS vs M
+442.1%
+997.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +0.3% |
| 7D | -3.7% | +2.5% | -6.2% | -4.5% |
| 30D | -0.3% | +10.1% | -10.4% | -2.5% |
| 3M | -10.3% | -0.9% | -9.4% | -10.7% |
| 6M | -4.6% | +30.2% | -34.8% | -9.9% |
| YTD | +10.7% | +16.3% | -5.6% | +6.1% |
| 1Y | +11.2% | +27.0% | -15.7% | +4.8% |
| 3Y | +43.0% | +154.5% | -111.5% | +12.8% |
| 5Y | +8.6% | -1.1% | +9.7% | -3.6% |
| 10Y | +52.0% | +0.5% | +51.5% | +14.5% |
| All | +1,439.7% | +442.1% | +997.6% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling