+52.0%
CVS vs MSCI
+799.4%
-747.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | -3.7% | +1.5% | -5.1% | -4.1% |
| 30D | -0.3% | +14.4% | -14.7% | -2.9% |
| 3M | -10.3% | +15.2% | -25.5% | -12.8% |
| 6M | -4.6% | +11.2% | -15.8% | -7.1% |
| YTD | +10.7% | +13.9% | -3.2% | +7.0% |
| 1Y | +11.2% | +12.5% | -1.3% | +7.7% |
| 3Y | +43.0% | +32.3% | +10.7% | +31.8% |
| 5Y | +8.6% | +4.9% | +3.8% | +2.8% |
| 10Y | +52.0% | +779.7% | -727.8% | -0.1% |
| All | +52.0% | +799.4% | -747.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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