+1,907.2%
CVS vs NOC
+16,458.4%
-14,551.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +4.0% | -5.2% | +9.1% | +5.4% |
| 30D | -2.4% | -7.2% | +4.8% | -0.6% |
| 3M | +2.7% | -5.1% | +7.8% | +3.8% |
| 6M | +21.9% | -31.1% | +52.9% | +33.5% |
| YTD | +24.7% | -8.6% | +33.3% | +26.4% |
| 1Y | +35.4% | -9.7% | +45.2% | +37.5% |
| 3Y | +65.2% | +24.3% | +40.9% | +51.9% |
| 5Y | +30.5% | +52.6% | -22.1% | +11.7% |
| 10Y | +40.4% | +183.6% | -143.2% | +1.3% |
| All | +1,907.2% | +16,458.4% | -14,551.2% | +560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling