+31.5%
CVS vs O
+14.8%
+16.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +0.4% | -2.0% | +2.3% | +1.0% |
| 3M | -0.4% | +3.0% | -3.4% | -1.3% |
| 6M | +25.1% | -3.6% | +28.8% | +26.4% |
| YTD | +23.9% | +12.1% | +11.8% | +19.4% |
| 1Y | +41.1% | +8.9% | +32.2% | +37.1% |
| 3Y | +63.6% | +30.3% | +33.3% | +48.7% |
| 5Y | +31.5% | +13.7% | +17.8% | +25.2% |
| All | +31.5% | +14.8% | +16.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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