+1,980.3%
CVS vs O
+5,221.5%
-3,241.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +6.6% | -0.4% | +6.9% | +6.7% |
| 30D | -0.4% | +7.1% | -7.6% | -2.5% |
| 3M | -5.3% | -5.2% | 0.0% | -4.0% |
| 6M | -7.7% | -1.8% | -5.9% | -7.5% |
| YTD | +16.0% | +9.1% | +7.0% | +12.8% |
| 1Y | +16.2% | +9.7% | +6.5% | +12.8% |
| 3Y | +47.6% | +39.1% | +8.4% | +33.1% |
| 5Y | +12.3% | +8.4% | +4.0% | +7.9% |
| 10Y | +62.4% | +80.2% | -17.8% | +30.4% |
| All | +1,980.3% | +5,221.5% | -3,241.2% | +737.1% |
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