+841.7%
CVS vs NDAQ
+2,666.5%
-1,824.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.1% |
| 7D | -2.6% | +2.9% | -5.5% | -3.3% |
| 30D | +4.0% | +17.5% | -13.4% | +0.5% |
| 3M | -6.3% | +15.4% | -21.7% | -9.3% |
| 6M | -0.4% | +24.6% | -25.0% | -5.4% |
| YTD | +15.6% | +14.4% | +1.2% | +11.3% |
| 1Y | +18.3% | +26.9% | -8.6% | +11.4% |
| 3Y | +47.3% | +119.8% | -72.6% | +22.3% |
| 5Y | +13.2% | +70.5% | -57.3% | -1.9% |
| 10Y | +57.2% | +475.8% | -418.6% | +5.8% |
| All | +841.7% | +2,666.5% | -1,824.9% | +389.0% |
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