+41.1%
CVS vs MSCI
+0.3%
+40.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +0.4% | -1.7% | +2.1% | +0.4% |
| 3M | -0.4% | -8.2% | +7.8% | -0.4% |
| 6M | +25.1% | -2.4% | +27.6% | +24.4% |
| YTD | +23.9% | -2.8% | +26.7% | +23.2% |
| 1Y | +41.1% | -2.7% | +43.7% | +40.7% |
| All | +41.1% | +0.3% | +40.8% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling