+1,877.1%
CVS vs NYT
+754.3%
+1,122.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.0% | -0.7% | -1.2% | -1.8% |
| 30D | +1.9% | +4.5% | -2.5% | +1.1% |
| 3M | -2.2% | -8.5% | +6.3% | -0.8% |
| 6M | +26.7% | -15.1% | +41.8% | +30.0% |
| YTD | +22.9% | -3.3% | +26.2% | +23.0% |
| 1Y | +32.9% | +17.0% | +15.9% | +28.3% |
| 3Y | +62.3% | +55.7% | +6.6% | +47.0% |
| 5Y | +34.2% | +38.9% | -4.6% | +21.6% |
| 10Y | +41.8% | +485.3% | -443.5% | -6.5% |
| All | +1,877.1% | +754.3% | +1,122.7% | +838.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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