+916.2%
CVS vs NDAQ
+2,327.9%
-1,411.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +4.0% | -2.4% | +6.4% | +4.5% |
| 30D | -2.4% | +2.5% | -4.9% | -2.9% |
| 3M | +2.7% | +9.9% | -7.3% | +0.4% |
| 6M | +21.9% | +9.4% | +12.4% | +19.1% |
| YTD | +24.7% | +0.4% | +24.3% | +23.7% |
| 1Y | +35.4% | +4.0% | +31.4% | +33.1% |
| 3Y | +65.2% | +94.4% | -29.2% | +40.9% |
| 5Y | +30.5% | +56.7% | -26.2% | +15.3% |
| 10Y | +40.4% | +375.3% | -334.9% | -1.6% |
| All | +916.2% | +2,327.9% | -1,411.7% | +443.5% |
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