+33.1%
CVS vs MKTX
-60.5%
+93.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +1.9% | +0.8% | +1.1% | +1.9% |
| 3M | -2.2% | +41.1% | -43.3% | -4.5% |
| 6M | +26.7% | -9.5% | +36.3% | +27.9% |
| YTD | +22.9% | -8.7% | +31.6% | +24.0% |
| 1Y | +32.9% | -10.0% | +42.9% | +34.1% |
| 3Y | +62.3% | -24.6% | +86.9% | +64.8% |
| All | +33.1% | -60.5% | +93.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling