+845.3%
CVS vs NDAQ
+2,627.5%
-1,782.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +6.6% | +1.3% | +5.3% | +6.3% |
| 30D | -0.4% | +18.0% | -18.4% | -3.9% |
| 3M | -5.3% | +11.5% | -16.8% | -7.6% |
| 6M | -7.7% | +21.1% | -28.8% | -11.8% |
| YTD | +16.0% | +12.8% | +3.2% | +12.0% |
| 1Y | +16.2% | +25.7% | -9.5% | +9.6% |
| 3Y | +47.6% | +116.8% | -69.2% | +22.9% |
| 5Y | +12.3% | +67.3% | -54.9% | -2.2% |
| 10Y | +62.4% | +473.3% | -410.9% | +9.4% |
| All | +845.3% | +2,627.5% | -1,782.3% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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