+1,907.2%
CVS vs NSC
+5,745.4%
-3,838.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.0% | -5.5% | +9.5% | +5.6% |
| 30D | -2.4% | -3.2% | +0.8% | -1.6% |
| 3M | +2.7% | +7.7% | -5.0% | +0.3% |
| 6M | +21.9% | +4.5% | +17.4% | +19.9% |
| YTD | +24.7% | +15.6% | +9.2% | +19.0% |
| 1Y | +35.4% | +19.8% | +15.6% | +27.8% |
| 3Y | +65.2% | +70.1% | -4.9% | +38.9% |
| 5Y | +30.5% | +46.1% | -15.6% | +13.4% |
| 10Y | +40.4% | +328.1% | -287.7% | -12.2% |
| All | +1,907.2% | +5,745.4% | -3,838.2% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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