+34.4%
CVS vs MAR
+152.9%
-118.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -0.3% | -4.7% | +4.4% | +0.5% |
| 3M | -1.1% | -15.6% | +14.5% | +1.6% |
| 6M | +23.7% | +1.2% | +22.5% | +22.7% |
| YTD | +23.0% | +7.5% | +15.5% | +20.4% |
| 1Y | +37.2% | +26.6% | +10.5% | +29.8% |
| 3Y | +62.4% | +66.0% | -3.5% | +44.1% |
| All | +34.4% | +152.9% | -118.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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