+47.6%
CVS vs MSCI
+34.1%
+13.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +6.6% | +3.0% | +3.6% | +6.4% |
| 30D | -0.4% | +17.8% | -18.2% | -1.5% |
| 3M | -5.3% | +15.2% | -20.5% | -6.2% |
| 6M | -7.7% | +16.5% | -24.2% | -9.0% |
| YTD | +16.0% | +16.4% | -0.3% | +14.3% |
| 1Y | +16.2% | +16.8% | -0.6% | +14.4% |
| 3Y | +47.6% | +35.8% | +11.8% | +49.0% |
| All | +47.6% | +34.1% | +13.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling