+2,168.8%
CVS vs MCO
+7,284.8%
-5,116.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -2.0% | -7.3% | +5.4% | -0.1% |
| 30D | +1.9% | -1.7% | +3.6% | +2.3% |
| 3M | -2.2% | +3.9% | -6.1% | -3.5% |
| 6M | +26.7% | +3.8% | +22.9% | +24.6% |
| YTD | +22.9% | -7.9% | +30.8% | +24.0% |
| 1Y | +32.9% | -6.8% | +39.8% | +33.5% |
| 3Y | +62.3% | +40.9% | +21.4% | +44.3% |
| 5Y | +34.2% | +27.5% | +6.7% | +20.3% |
| 10Y | +41.8% | +381.4% | -339.6% | -12.1% |
| All | +2,168.8% | +7,284.8% | -5,116.0% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling