+5.6%
CVS vs MCO
+9.9%
-4.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.9% | -17.4% | -11.9% |
| 7D | -11.1% | +10.7% | -21.8% | -10.2% |
| 30D | -7.4% | +17.9% | -25.3% | -6.1% |
| 3M | -22.9% | +9.5% | -32.3% | -22.2% |
| 6M | -1.2% | +18.1% | -19.2% | +0.6% |
| YTD | +3.9% | +4.1% | -0.3% | +6.6% |
| 1Y | +5.6% | +9.3% | -3.8% | +6.9% |
| All | +5.6% | +9.9% | -4.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling