+41.9%
CVS vs MSCI
+615.8%
-573.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -0.3% | -1.2% | +0.9% | -0.1% |
| 3M | -1.1% | -8.4% | +7.3% | +0.1% |
| 6M | +23.7% | -1.0% | +24.7% | +23.1% |
| YTD | +23.0% | -2.3% | +25.3% | +22.5% |
| 1Y | +37.2% | -1.2% | +38.3% | +36.0% |
| 3Y | +62.4% | +7.9% | +54.5% | +55.7% |
| 5Y | +31.8% | -10.1% | +41.9% | +28.3% |
| 10Y | +41.9% | +631.0% | -589.1% | -10.1% |
| All | +41.9% | +615.8% | -573.9% | -10.1% |
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