+1,893.3%
CVS vs MO
+15,145.8%
-13,252.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | +0.4% | -0.3% | +0.6% | +0.4% |
| 3M | -0.4% | -2.9% | +2.5% | +0.1% |
| 6M | +25.1% | +5.8% | +19.4% | +22.8% |
| YTD | +23.9% | +22.0% | +1.9% | +17.0% |
| 1Y | +41.1% | +10.7% | +30.4% | +36.5% |
| 3Y | +63.6% | +94.4% | -30.8% | +36.6% |
| 5Y | +31.5% | +97.2% | -65.7% | +8.9% |
| 10Y | +40.5% | +103.0% | -62.5% | +12.8% |
| All | +1,893.3% | +15,145.8% | -13,252.5% | +487.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling