+33.1%
CVS vs NTR
+46.2%
-13.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -2.0% | -2.5% | +0.5% | -1.7% |
| 30D | +1.9% | +17.0% | -15.1% | -0.1% |
| 3M | -2.2% | +22.2% | -24.4% | -4.8% |
| 6M | +26.7% | +5.2% | +21.6% | +25.4% |
| YTD | +22.9% | +29.7% | -6.8% | +18.0% |
| 1Y | +32.9% | +39.4% | -6.5% | +26.0% |
| 3Y | +62.3% | +38.2% | +24.1% | +52.2% |
| All | +33.1% | +46.2% | -13.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling