+663.3%
CVS vs MET
+1,300.1%
-636.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +4.0% | +1.2% | +2.8% | +3.6% |
| 30D | -2.4% | +1.4% | -3.8% | -2.8% |
| 3M | +2.7% | +17.7% | -15.0% | -1.7% |
| 6M | +21.9% | +35.0% | -13.1% | +12.4% |
| YTD | +24.7% | +26.3% | -1.5% | +16.8% |
| 1Y | +35.4% | +22.8% | +12.6% | +27.5% |
| 3Y | +65.2% | +65.9% | -0.8% | +42.4% |
| 5Y | +30.5% | +85.4% | -54.8% | +8.6% |
| 10Y | +40.4% | +253.7% | -213.3% | -3.2% |
| All | +663.3% | +1,300.1% | -636.9% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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