+1,414.4%
CVS vs M
+401.4%
+1,013.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +3.9% |
| 7D | -7.1% | -4.3% | -2.8% | -6.7% |
| 30D | -4.0% | +1.3% | -5.3% | -4.6% |
| 3M | -12.2% | -7.4% | -4.9% | -11.6% |
| 6M | -2.2% | +18.3% | -20.5% | -6.0% |
| YTD | +8.9% | +7.6% | +1.3% | +5.8% |
| 1Y | +9.9% | +17.4% | -7.5% | +4.9% |
| 3Y | +32.1% | +108.4% | -76.3% | +8.1% |
| 5Y | +5.7% | -10.6% | +16.3% | -4.4% |
| 10Y | +39.0% | -3.2% | +42.2% | +5.2% |
| All | +1,414.4% | +401.4% | +1,013.0% | +561.5% |
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