+2,136.3%
CVS vs O
+5,387.7%
-3,251.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.0% | -0.7% | +4.7% | +4.2% |
| 30D | -2.4% | -1.9% | -0.5% | -1.9% |
| 3M | +2.7% | +3.8% | -1.2% | +1.5% |
| 6M | +21.9% | -4.7% | +26.6% | +23.4% |
| YTD | +24.7% | +12.5% | +12.3% | +20.4% |
| 1Y | +35.4% | +10.8% | +24.6% | +31.3% |
| 3Y | +65.2% | +28.8% | +36.4% | +52.3% |
| 5Y | +30.5% | +13.2% | +17.4% | +24.0% |
| 10Y | +40.4% | +53.5% | -13.1% | +17.6% |
| All | +2,136.3% | +5,387.7% | -3,251.4% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling