+768.5%
CVS vs MAR
+2,498.9%
-1,730.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -4.2% | +8.1% | +5.1% |
| 30D | -2.4% | -6.7% | +4.3% | -0.7% |
| 3M | +2.7% | -12.5% | +15.1% | +5.9% |
| 6M | +21.9% | +0.6% | +21.3% | +20.9% |
| YTD | +24.7% | +9.1% | +15.6% | +20.8% |
| 1Y | +35.4% | +26.2% | +9.2% | +25.8% |
| 3Y | +65.2% | +68.2% | -3.0% | +40.2% |
| 5Y | +30.5% | +163.9% | -133.4% | -4.3% |
| 10Y | +40.4% | +420.6% | -380.2% | -21.0% |
| All | +768.5% | +2,498.9% | -1,730.5% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling