+60.4%
CVS vs NOC
+160.0%
-99.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +6.6% | +4.8% | +1.7% | +5.0% |
| 30D | -0.4% | +11.0% | -11.5% | -3.4% |
| 3M | -5.3% | -3.8% | -1.5% | -4.2% |
| 6M | -7.7% | +0.6% | -8.4% | -8.2% |
| YTD | +16.0% | -2.3% | +18.3% | +15.3% |
| 1Y | +16.2% | +0.3% | +16.0% | +14.5% |
| 3Y | +47.6% | +24.6% | +23.0% | +32.4% |
| 5Y | +12.3% | +66.0% | -53.7% | -12.9% |
| All | +60.4% | +160.0% | -99.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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