+1,893.3%
CVS vs NI
+5,156.7%
-3,263.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.3% |
| 30D | +0.4% | -1.7% | +2.1% | +0.9% |
| 3M | -0.4% | -8.0% | +7.6% | +2.3% |
| 6M | +25.1% | -8.6% | +33.8% | +28.7% |
| YTD | +23.9% | +2.3% | +21.5% | +22.5% |
| 1Y | +41.1% | +6.9% | +34.1% | +37.3% |
| 3Y | +63.6% | +70.6% | -6.9% | +34.7% |
| 5Y | +31.5% | +96.4% | -64.9% | +2.5% |
| 10Y | +40.5% | +136.1% | -95.6% | +0.3% |
| All | +1,893.3% | +5,156.7% | -3,263.4% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling