+71.4%
CVS vs NTR
+103.7%
-32.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -0.3% | +21.7% | -22.0% | -4.6% |
| 3M | -1.1% | +22.8% | -23.9% | -5.7% |
| 6M | +23.7% | +8.2% | +15.5% | +20.7% |
| YTD | +23.0% | +32.9% | -9.9% | +14.1% |
| 1Y | +37.2% | +45.3% | -8.2% | +24.1% |
| 3Y | +62.4% | +41.7% | +20.8% | +45.4% |
| 5Y | +31.8% | +49.8% | -18.0% | +7.9% |
| All | +71.4% | +103.7% | -32.3% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling