+40.0%
CVS vs NTRS
+259.9%
-219.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | -2.2% | +1.4% | -3.5% | -2.6% |
| 30D | -0.1% | -0.7% | +0.6% | +0.1% |
| 3M | -5.2% | +11.3% | -16.5% | -8.8% |
| 6M | +26.9% | +35.5% | -8.6% | +13.7% |
| YTD | +22.1% | +40.6% | -18.5% | +7.6% |
| 1Y | +30.8% | +49.2% | -18.4% | +12.6% |
| 3Y | +54.4% | +167.2% | -112.8% | +3.9% |
| 5Y | +33.4% | +94.9% | -61.6% | -1.5% |
| All | +40.0% | +259.9% | -219.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling