+5.6%
CVS vs NTR
+36.7%
-31.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.0% | -16.5% | -12.5% |
| 7D | -11.1% | +4.3% | -15.4% | -11.2% |
| 30D | -7.4% | +2.6% | -10.0% | -7.4% |
| 3M | -22.9% | +8.5% | -31.4% | -23.0% |
| 6M | -1.2% | -3.3% | +2.2% | -1.4% |
| YTD | +3.9% | +19.6% | -15.7% | +3.5% |
| 1Y | +5.6% | +37.6% | -32.1% | +4.2% |
| All | +5.6% | +36.7% | -31.1% | +4.2% |
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