+34.2%
CVS vs MO
+99.2%
-65.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.6% |
| 30D | +1.9% | +5.8% | -3.9% | +0.1% |
| 3M | -2.2% | -4.5% | +2.3% | -1.1% |
| 6M | +26.7% | +5.7% | +21.0% | +23.2% |
| YTD | +22.9% | +23.1% | -0.2% | +12.7% |
| 1Y | +32.9% | +10.9% | +22.0% | +26.6% |
| 3Y | +62.3% | +96.1% | -33.8% | +24.0% |
| 5Y | +34.2% | +100.1% | -65.8% | +0.5% |
| All | +34.2% | +99.2% | -65.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling