+35.4%
CVS vs NTR
+43.1%
-7.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +4.0% | +8.1% | -4.2% | +3.6% |
| 30D | -2.4% | +18.8% | -21.2% | -3.1% |
| 3M | +2.7% | +16.2% | -13.6% | +1.9% |
| 6M | +21.9% | +9.8% | +12.1% | +20.8% |
| YTD | +24.7% | +30.9% | -6.1% | +23.6% |
| 1Y | +35.4% | +41.8% | -6.3% | +33.3% |
| All | +35.4% | +43.1% | -7.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling