+1,877.1%
CVS vs NTRS
+7,716.8%
-5,839.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +1.9% | +0.2% | +1.8% | +1.8% |
| 3M | -2.2% | +13.2% | -15.4% | -5.9% |
| 6M | +26.7% | +36.9% | -10.2% | +15.0% |
| YTD | +22.9% | +39.1% | -16.2% | +10.7% |
| 1Y | +32.9% | +50.4% | -17.5% | +16.7% |
| 3Y | +62.3% | +166.8% | -104.5% | +17.3% |
| 5Y | +34.2% | +92.9% | -58.6% | +4.6% |
| 10Y | +41.8% | +255.7% | -213.9% | -10.5% |
| All | +1,877.1% | +7,716.8% | -5,839.7% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling