+40.0%
CVS vs MO
+114.7%
-74.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.1% | +7.1% | -7.2% | -2.7% |
| 3M | -5.2% | -2.0% | -3.3% | -4.9% |
| 6M | +26.9% | +7.3% | +19.6% | +22.3% |
| YTD | +22.1% | +23.5% | -1.4% | +10.7% |
| 1Y | +30.8% | +11.0% | +19.8% | +23.7% |
| 3Y | +54.4% | +95.0% | -40.6% | +14.7% |
| 5Y | +33.4% | +100.6% | -67.3% | -3.3% |
| All | +40.0% | +114.7% | -74.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling