+206.5%
CVS vs MSCI
+3,095.4%
-2,888.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | -7.1% | +2.8% | -9.9% | -7.9% |
| 30D | -4.0% | +15.4% | -19.4% | -7.2% |
| 3M | -12.2% | +13.4% | -25.6% | -15.0% |
| 6M | -2.2% | +10.9% | -13.1% | -5.3% |
| YTD | +8.9% | +13.0% | -4.1% | +4.6% |
| 1Y | +9.9% | +12.0% | -2.2% | +5.7% |
| 3Y | +32.1% | +34.1% | -2.0% | +19.5% |
| 5Y | +5.7% | +3.9% | +1.8% | -1.0% |
| 10Y | +39.0% | +802.0% | -763.0% | -27.8% |
| All | +206.5% | +3,095.4% | -2,888.9% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling