+540.6%
CVS vs MKTX
+1,445.1%
-904.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -0.3% | +1.0% | -1.3% | -0.4% |
| 3M | -1.1% | +40.8% | -41.9% | -6.8% |
| 6M | +23.7% | -10.9% | +34.6% | +24.8% |
| YTD | +23.0% | -8.6% | +31.6% | +23.5% |
| 1Y | +37.2% | -11.6% | +48.7% | +38.3% |
| 3Y | +62.4% | -24.5% | +87.0% | +64.8% |
| 5Y | +31.8% | -60.7% | +92.5% | +45.5% |
| 10Y | +41.9% | +5.1% | +36.8% | +27.4% |
| All | +540.6% | +1,445.1% | -904.5% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling