+40.0%
CVS vs NI
+143.3%
-103.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.1% | -1.4% | +1.3% | +0.5% |
| 3M | -5.2% | -10.6% | +5.4% | -1.2% |
| 6M | +26.9% | -9.3% | +36.2% | +31.3% |
| YTD | +22.1% | +1.1% | +20.9% | +21.0% |
| 1Y | +30.8% | +3.4% | +27.4% | +28.4% |
| 3Y | +54.4% | +67.9% | -13.5% | +24.2% |
| 5Y | +33.4% | +98.0% | -64.6% | -0.4% |
| All | +40.0% | +143.3% | -103.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling