+30.8%
CVS vs MKTX
-10.6%
+41.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.2% | -0.2% | -1.9% | -2.1% |
| 30D | -0.1% | +0.7% | -0.8% | -0.1% |
| 3M | -5.2% | +40.8% | -46.0% | -6.4% |
| 6M | +26.9% | -8.0% | +34.9% | +33.4% |
| YTD | +22.1% | -8.7% | +30.8% | +30.3% |
| 1Y | +30.8% | -11.8% | +42.6% | +38.9% |
| All | +30.8% | -10.6% | +41.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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